EEG segmentation and denoising which one should done first?
Depending on whom you ask, you get both answers. That's mostly dependent on the denoising algorithm. If you're using an adaption of GST, you are segmenting first with an n-1 overlap.

If you're using S3P I'd recommend not segmenting, since (in my experience) there is a slight difference, with unsegmented data having slightly closer results to Fernandez and Li, 2003 and Frangakis and Hegerl, 2001.