I skipped Ethics at first, started in Behavioral and then went in order from there (coming back to Ethics and GIPS towards the end of my studies). I think the curriculum has a good flow if you start at Behavioral and work forward from there. You go from studying the client, to putting together investment policy statements, then onto the asset allocation, the investment products used in the asset allocation, risk management and then actually executing/monitoring the portfolio decisions.
I’m sure plenty of people have done just fine skipping around more, but I do think that staying in order makes sense.