For my first D&D character I chose to be a wizard because I love wizards and spellcasters in general, and I heard that wizards can learn certain spells before sorcerors can. Is this true? If so and the list isn't huge, which spells do wizards get first?
Yes, this is true. Wizards get every spell a level sooner, except for level 0 and level 1 spells.
See the spells per day tables on the Sorcerers & Wizards page. Wizards and sorcerers learn from the same spell list, but wizards learn each new spell level 1 class level earlier. So except for first level spells (which both classes gain at level 1), a wizard gains access to a spell level when their class level = (2 × that spell level) − 1, whereas a sorcerer gains access to a spell level when their class level = 2 × that spell level.
For example, a wizard gains access to 3rd level spells when their wizard level is 5, while a sorcerer learns 3rd level spells when their sorcerer level is 6.