Can I wire 3 lights to one switch as illustrated by this mock up diagram?
People use black and white because they only sell NM cable in black-white or black-white-red. We certainly wish we could use more illustrative colors. 

Let's recolor the wires to indicate their actual function.  You can do the same thing with colored tape. 



With red being switched-hot, it seems clear you are doing the right thing. 


Lamps should get switched-hot and neutral check
switches should get hot and switched-hot check
neutral should be available in the switch box for future smart switches check. 


Looks right to me.