I think I got either power or wisdom first can't really remember. But I do know that I connected all the rooms that I could at first not really caring about the order so it was really mixed up lol also it didn't really matter what order you went.
Wisdom, Courage, and Power. I knew wisdom would be a hard one to get to later, so I just started with it. Plus that's the order of my preference anyway. Didn't see a reason to do it any other way.
I don't remember, all I can remember about the two times I have completed Skykeep is that it was a traumatising and unpleasant experience. My subconscious has probably suppressed it to save me from permanent psychological damage.