I always level my Paladin first, partly because they've been my main almost the whole time since BC, but also because experience has taught me that levelling Paladins tends to be fairly miserable, so I do it first and get it out of the way (and because if I put it off I probably won't get round to it until late or never). This tripped me up in BfA because Ret was very strong levelling, and my second 'main' was a Shaman and they were very much not. Otherwise it's been a pretty good rule of thumb.