Unless you're planning a very intensive (basically full-time) training course there's probably no need to get all (or any) of the exams before you start. If you're learning part-time (say 4 lessons / week or fewer) you can revise for each exam in a week or two and take them as you train. They make a lot more sense once the flying has started.
It's worth reading the "Flying Training" book before starting - or at the very least the bit you're going to do before each lesson, and try to get the air law exam done early in your training as many schools will not let you go solo until you have passed it.
Don't worry about the exams. They're not that hard....
Dave