Recessed lighting wiring questions
Cable colors are black white bare simply because that is how cables are manufactured, the colors do not reflect the functional purpose of each wire. 

You may do wiring in either a string configuration or a tree configuration where unlimited branching is allowed.  (In fact a string is just a kind of tree configuration).  The tree layout means any number of cables can come together in a box.  So 3 cables at the switch and 3 cables at a light is not weird.  This is allowed:

               /-----------Lt1
 Supply -----SW                          /-----Lt3------------Lt5
               \                        /
                \--------------------Lt2-------------Lt4


However, are you including the cable from the light itself among the 3 wires/cables?  In that case you are simply doing the in-wall wiring in a string, and branching a very short branch out to the light itself.  That is fine and normal.   Counting the wires of the light itself, for instance in the above diagram, Lt2 would have 4 of each color wire.   

You mentioned 3 cables at the switch.  I can only account for two: 


Supply (always-hot, neutral, and ground)
Switched to the lamps (switched-hot, neutral and ground)


I cannot fathom what the third might be.  It might be a branched circuit to the lights (as in example above) or it may be


onward supply to another point-of-use (always-hot, neutral, and ground). 


This starts to get confusing, so I like to use colored tape.  For instance the conventional color of choice for switched-hot wires is red.  Always mark a wire on both ends at the same time, when you mark wire.