When drilling metal, should I start with a smaller bit before using a larger bit?
Is it necessary to start with smaller metal drill bits? Sometimes

It all depends on the types of metal involved.  It also depends on how much you are willing to cool the point of contact.

I have worked extensively with metal over the years.  Here's what I do when working with an alloy metal with an unknown composition:


Start with a smaller drill bit, but not so thin that it will quickly bend as it heats.
Pour water over the contact area as I drill.
Notice my progress.
If progress is rapid, consider moving to a larger bit.
If progress is extremely slow, consider moving to a smaller bit and use more cooling water.
If progress is slow and steady, continue drilling, using the same amount of cooling water.


I have also found that using cooling water that is too cold can cause shattering of either the bit or the object being drilled into.

Always wear protective eyewear, and gloves if they won't get caught.

This technique has worked well for me.