What is the first language that had order for letters in alphabet, and how did people decide to use this particular order?

See Michael Moszczynski’s answer to How did the alphabet get its order? Who came up with the order of the alphabet? The first such language was Ugaritic, several centuries before Phoenecian. As Michael Moszczynski points out, two alphabetical orderings of Ugaritic survive, one via Phoenecian, and one via Ge’ez into Amharic. He concludes that, while the cause for those particular orderings is unrecoverable, we can tell from their independent survival that they were conventional.

And once the convention was invented, it stuck, and it stuck hard. Abecedaries, inscriptions copying out the alphabet in order, are very common in archaic Greece. And it took the Greeks centuries to work out that the Phoenician alphabet had letters redundant for Greek.