What bag should I buy first for my gravel-touring kind of bike?
For one day you are often fine with your jersey pockets and a small saddle bag. If needing more I would: 


increase the saddle bag


and/or 


add another small bag above the top tube behind your stem.



Photo Topeak

I would leave large saddlebags, handlebar bags, frame triangle bags and so on for serious touring. They can be awkward but have their place when you have to carry a lot of stuff. 

The next bag for me to add would be a frame triangle bag, but only when needed. It is still stable, fixed in the frame and does not move.


Photo Bikerumor

I see a lot of handlebar bags carried  by tourists on their hybrid bikes that are popular here, but for me they spoil the handling characteristics of the bike, you have to fight the bag when turning and they can move during the ride and so on. For a more serious rider I would add them when you need more stuff, not for a day ride.

The frame triangle bags can cause interference with your legs, the friction may damage your lycra shorts (if prolonged), so I would also add them later when needing more space. 

Although gravel bikes often do come with mounting points for racks/panniers, those are unpopular in modern bike-packing solutions where the preference is on carrying everything in the axis of the bike (not on sides) and the rear bag is mounted on the seat post.