The barbell squat, deadlift, and bench press are lovingly referred to as the “Big Three” exercises. When done correctly and together in a workout program, they hit oh-so many muscles in your body, teach you coordination and stability, and build incredible strength. If you’re new to lifting, learning these exercises is a great place to start.
You should start with the empty bar so you can learn the proper mechanics and compound movements required to do the lifts properly and effective. Once you do that, then you can start adding weight incrementally.
And screw your gym if the guys there don’t completely unrack their weights when they’re done with the bars. That’s gym courtesy 101.
Q: No military press? Delts will lag, no?
Technically you’re right, with only these three, certain things like delts and lats would lag.
But if you were somehow forced to do only three exercises, there’s no question in my mind that these are the most effective three to choose. Next up in priority would be overhead press and chin ups, in my opinion.