Sometimes the stock recovery will overwrite custom on first reboot. To overcome this, uncheck Auto Reboot in options in Odin. Once flash of TWRP is successful with Odin, unplug phone and pull the battery. Replace the battery after a few seconds and use the button combination to boot into hopefully TWRP. Once in TWRP, flash the SuperSU zip to finish rooting and make TWRP stick.