Hey mate. My order of projects on starting are...
Turn on mining and masonry for most of my initial dorfs.
Dig out initial bed and dining room.
Create mason, carpenter, craftdwarf and mechanic workshops and...
Mason starts producing door, container, cabinet, table, chair on repeat.
Carpenter starts producing bed, barrel, bin on repeat and several buckets not on repeat.
Stoneworker starts churning out stone craft.
Mechanic makes a batch of mechanisms then helps with other work.
All the rest of the dorfs then start work on the initial walls with one or two entrances to the walled area, each with a raisable drawbridge.
Once the compound is safe and secure i start digging out barracks, appartments, kitchen, workshop and storage areas underground and get everything moved to a more properly dorfish location.
Then I get distracted and any plan I may have had goes out the window. From here on it's all a little more organic.