MinibearRex comments on What is the best way to read the sequences? - Less Wrong
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I second the suggestions for chronological order. At first, I just clicked on the "sequences" link at the top right and read through the linked posts in the order that they were linked. There were many posts that are not linked there which it would have been useful for me to have read earlier.
In general, what you need to know in order to understand a post is covered in earlier sequence posts. If you use an order other than chronological, that's going to be a problem.