Do you mean the beginning of a day's routine, or beginning of the week?
A common perception is that you put the exercise you most want to concentrate on at the beginning of the week, so you can give it your all.
Similarly, if you're going to do heavy deadlifts or squats, doing them first in a workout sounds good because you won't be too drained to lift heavy.
Of course, there are many variations of this, including pre-fatigue theories, etc.
I tend to do supersets (currently supersetting squats with chinups) which let me rest enough in between.
Hope that helps.
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