Yeah, I guess these are the basic things someone should learn when learning greek huh? Give us a "Θρύλος, Θεός, Ολυμπιακός" too...
Something that you speak into that magnifies your voice.
The simplest ones are just cones; nowadays they mostly amplify your voice electronically, though they're usually cone-shaped as well.
Is there some reason why megaphone and hymn are common words in the early stages of this course? They have some unique property?
Yes: ντουντούκα starts with ντ and ύμνος starts with υ, so they are used as example words for those letters while teaching the alphabet and common digraphs (two-letter combinations).
Perhaps not necessarily the most useful words with that property, but a bit like the "xylophone" which often figures in such situations in English -- there simply aren't a lot of useful words that start with X, if you want to teach the alphabet by showing a word that starts with each letter!
Why such weird sentences? Why not things that are commonly used in conversation and scripture?
Why exactly is this like the 3rd lesson for Greek? lol Boy, girl, megaphone, hymn..... What???