DHT11 Sensor Setup on a MEGA 2560

I am new to Arduino platform.

Problem Statement: I am attempting to use a DHT11 sensor (temperature / humidity) to connect to a MEGA 2560. The issue is that MEGA2560 is not reading the sensor. When executing code, the message in the serial monitor is displaying my failed msg of 'Failed to read from DHT Sensor'. I am not sure if the sensor is bad or the pin setup is incorrect.

Setup:
Breadboard powered with an ELEGOO v3.3 v5.0. On each side of ELEGOO, the VCC pins are set to v5.0

I have a DHT11 with three pins (Vcc, data, GND) connected to a breadboard, GND and Vcc wires connected and aligned with DHT11. The data wire from breadboard is connect to MEGA 2560 Analog IN #3. The DHT11's LED is lit indicating power.

MEGA 2560 is powered separately via USB.

sketch_may11a_test.ino (819 Bytes)

#define DHTPIN 3          // what digital pin we're connected to

Pin 3 of the Mega2560 is D3 and not A3! Connect the DHT to pin D3 and try again. Are the breadboard GND and the GND of the Mega2560 connected?