The phrase "From Alpha to Omega" - or "beginning to end" comes from the Greek slphabet - which starts with the letter alpha and - take a guess now - ends with omega. These two are probably the best-known of all the Greek letters.
The different shapes of the Greek lower-case letter Sigma are not really alternate forms - they are both used in modern Greek, depending on where the letter occurs in a word. The more "o" shaped variant starts a word, while the more "c" shaped version usually ends a word.
Now click through to learn or review the first three Greek letters - Alpha, Beta, and Gamma. By the way, be sure you know one big difference with the Greek alphabet from the English one - there are only 24 letters in the Greek alphabet, not 26.