Jon P. answered 03/19/15
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They don't all, but many do because they are descended from a common ancestor, an ancient Semitic alphabet, that started with the equivalent of A.
An alphabet is a fundamental requirement for a written language, and over the course history, civilizations found that writing was a vital tool for their success. Civilizations that developed writing didn't ever give it up. So once a civilization had an alphabet it stuck with it. Over time, as a civilization evolved, the alphabet stuck with it. And even when civilizations were destroyed, their people, scattered and required to find ways to survive in new environments, carried their alphabet with them -- as writing was almost to them as speaking.
In addition, civilizations without a written language that came in contact with those that did have a written language, realized how valuable it was. The easiest way to create writing for a language that didn't previously have it was to adopt the alphabet of another culture that already had one. So the original Semitic language wasn't just passed on within its own people and their descendents. It was also adopted by many other cultures. Even the alphabets of ancient and modern India, which look totally different from Western alphabets, are derived from this same source.
Fundamental tools like an alphabet tend to change very slowly, more slowly even than the language that it is used to depict. So the basic structure of the Semitic alphabet has evolved slowly over the 4000-5000 years since it was first adopted. The names and order of letters of today's alphabets are remarkably similar to the ancient one from which they came.
What about other alphabets that had different origins? I can't say much about them, or even if you are correct that they all begin with A. However, if you are right, one possibility is that the sound of A is just about the simplest and most basic that we can utter. If you were starting out to create an alphabet, A is a very logical place to start.
Pawan M.
03/19/15