Rhenny
Adventurer
Of course you can go in any order you want, but you might want to check the "Character Advancement" sidebars on pages 41, 75, and 113.
Yes. This is key. Because it is sand-boxy and loosely designed, pcs can go anywhere, but they may run into a world of hurt if they try to fight some of the more powerful cults too soon. The DM will need to telegraph relative strengths so that the party can make safer decisions. Look carefully at ac and hit points for the different cult members.