As simple as your question sounds, it's a difficult one becauese it depends on a lot of external influences like business type, company size, team size, seniority, type of project etc. If you want to start I'd concentrate on the technicals aspects of the different SAP authorization concepts and learn on from there. In short: (ADM940, ADM950 and ADM960)
In my opinion it's impossible to give a valid and complete list in the right order, but I may be proven wrong. What I do know is that this may turn into a discussion where you'll get more opinions than facts.
