Reorder selection of categories in category fieldtype
Based on Brandon's answer here, this is currently not a feature of Craft CMS (as of v3.0.34).

If you need this functionality, I'd look into doing one of the following:


As mentioned in the comments and in Brandon's answer (linked above), create a matrix field with a block containing a category field that is limited to one category. This will allow you to add multiple categories but be able to rearrange the matrix blocks as needed (thereby changing the order of the categories).
Build your own plugin to achieve this functionality. Also check the current list of available plugins, as it's possible someone else has already created a plugin to achieve this.
Open an issue on the Craft CMS repo (based on Brandon's answer though, seems like P&amp;T don't really think selected categories need to get reordered, so not sure how far you'll get with this unless P&amp;T have changed their minds).