I hear that advice often but I have had more success opening with a high number so the negotiation gets anchored within a certain range. I have never had much success negotiating an offer up by a significant amount.
opening with a high but not unthinkable number is way more likely to maximize your comp than playing games and refusing to give a number. the worst case is they deem you not worth it and stop the process but if you are confident in your worth that is a good outcome for you