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I always wondered why you have to be in second gear when push starting a car. I know what all the process does, so my thought is that it would be better to do it in first gear.

I think this because in first gear you can have more rpm with less speed (compared to second gear), so that means less effort, less time pushing the car, and therefore, less distance to do it.

In fact, one day it happened to me that my car's battery was dead and I was alone, and as I couldn't gain much speed alone, I tried with first gear and it was perfect!

So, why is it common to hear that "it has to be done in second gear"? Can I break something if I do it in first gear?

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It doesn't "have to be done in second gear". It just usually works easier to do it there. The reason is simply as you put it, that being it isn't trying to spin the engine as fast in 2nd gear as it would be in 1st. If the engine is a little harder to start, you won't be wasting all of the momentum trying to get 1st gear to kick over. In 2nd gear, the momentum will carry the engine longer and make it easier to start. I'd suspect by this same logic you could transfer this to 3rd or 4th gear, but I would suspect there is also a point of diminishing returns.

There really isn't or should be any fear of breaking something, other than your back as you push the car around the block. There isn't enough torque being put on anything to cause any damage. The engine and vehicle dynamics puts way more stress on the components just driving and doing normal stuff than you could do by push starting it.

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    I think the reason that 2nd is the "sweet spot" is that 1st (and reverse) try to spin the engine too fast and that the higher gears don't spin it fast enough. – dlu Nov 15 '16 at 5:08

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