the following are my suggestions:
1. make your boy relax and do not take the education serious
2. relate the alphabets you want to teach him with the real object he wants to use and more he likes to play with
3. start your education wen your boy is in a good atmosphere with you
4. do not overload him; teach hem 5-10 alphabets at a given time
5. teach him orally first, then relate them with his usual and common real properties, help him to practice free hand writing in the air and on paper then support him to use writing pencil
6. appreciate him even if his hand writing is not good as you expected
7. make this education period in a regular time
Actually, you can make a game out it by using shaving cream in the bathtub or on your kitchen table!! He won't mind writing if he's playing!! At this age some children don't have the ability or the muscles required to hold a pencil correctly. Sometimes it takes until the age of 6 or 7 to have the maturity to sit still and listen to what's required. Good luck on this and have fun, and oh, also using chalk is a great way as well. Try your hardest not to put pressure on your child or he will burn out and hate learning! Make it fun..and remember he's only 3!!
I am so glad you are working with your child! However, a three year old would benefit from learning his shapes first and then the letters. Letters require knowing about straight lines, curved lines, short lines, long lines. Encourage him to make short lines, long lines, curves from play dough or with his blocks. Work first on naming the letters before writing them. Letters with straight lines are easier and should be introduced first. Not until a child is 4 1/2 years of age will diagonal letters such as X be easy. Most of all have fun with your child! For the sequence of writing shapes and letters, look at the blog on www.lynaot.com or check out Handwriting Without Tears site.