if you are taking the computer test then I think you are allowed to make a mistake at the very last question of the exam... but you definitely cannot make a mistake on the first question... The first several questions determine your ball park score, and the latter questions fine tunes it..
I don't have empirical evidence that this is not exactly right, but I do know how adaptive engines work, and depending upon the implementation ETS uses (I know the GMAT's implementation pretty well, but the GRE's has some oddities), it ought to be possible to miss the first question and still get an 800.
Similarly, it is not exactly right--although it is often said--that concentrating to get some initial number of questions right and then rushing through later ones with low accuracy will necessarily help you. It is possible to undo good work you've done earlier in the test.
An adaptive testing engine is essentially just an iterative method of finding the score that maximizes the likelihood of the sequence of right/wrong answers you have given. Each succeessive question is served based on the running estimate of your score and certain constraints imposed by the test writers in terms of the collection of question formats and topics that must eventually be served. Within these constraints, the question is selected to maximize the information gain based on your answer, which usually means serving a question slightly below your current score estimate.
An initial miss may be hard to overcome, but a long string of right answers on hard questions down the line eventually causes the amount of information determined by the engine to be contained in that initial miss to go to zero. In essence, the algorithm assigns greater weight to questions whose difficulty is near its current estimate of your score.
So, conversely, a string of early right answers, even on difficult questions, will not help you if you begin steadily missing questions in the middle and later parts of the test. As your score estimate drops, the amount of "credit" you get for those early right answers steadily drops until they have little bearing on the engine's estimate of your score. Consecutive misses in this scheme can actually cause your score to drop nearly exponentially for a while!
