I would like to be more specific in some statements of Juan. But my reputaton is not enough so I post it as an answer instead.
You should not be afraid of local minimums. In practice, as far as my understanding, we can classify them as 'good local minimums' and 'bad local minimums'. The reason why we want to have higher learning rate, as Juan said, is that we want to find a better 'good local minimum'. If you set your initial learning rate too high, that will be bad because your model will likely fall in 'bad local minimum' regions. And if that happens, 'decaying learning rate' practice cannot help you.
Then, how can we ensure that your weights will fall in the good region? The answer is we can't, but we can increase its possibility by choosing a good set of initial weights. Once again, a too big initial learning rate will make your initialization meaningless.
Secondly, it's always good to understand your optimizer. Take some time to look at its implementation, you will find something interesting. For example, 'learning rate' is not actually 'learning rate'.
In sum: 1/ Needless to say,a small learning rate is not good, but a too big learning rate is definitely bad. 2/ Weight initialization is your first guess, it DOES affect your result 3/ Take time to understand your code may be a good practice.