I just followed ZD's order, so I went to the stupid shadow temple first.
I would get the lens of truth first so I can cross the desert.
Agreed.Yeah, I think the lens of truth is what really sets up the Shadow Temple being first. The bottom of the well and the Shadow Temple are obviously linked, and I sure didn't know anything about the lens before Sheik told me about them (and she only tells you so you can get through the Shadow Temple right?). Along with what Navi tells you, I think it's safe to assume that they set up the Shadow Temple to go first, and yet they wanted to keep it non-linear.