Is it necessary to follow the suggested order in this challah recipe?
The order of operations/ingredients in many recipes is critically important, especially those where chemistry is involved and/or gluten development. Some ingredients, such as baking powder, will activate as soon as they get wet, so you may not want to wet them too early. Yeast development is affected by sugar and salt (in different ways). Gluten development is affected by fat and mixing (in different ways). So, for example, if you premix other ingredients before you add flour you can limit how much the gluten is developed in the dough, which is desirable for some breads and cakes. And most important in challah is to "take" the challah (remove a small piece and burn it before baking the rest into a loaf).