the only time X1 really wants you to know the order is to do Chill Penguin first, because you get the dash there (why the fuck was the dash a powerup, starting out as a kid was dumb because it was ages before I picked Chill Penguin's stage because I thought "fuck ice levels")
the game is a bit obnoxious without it (also, flame mammoth's stage becomes retardedly easy for whatever reason)
order stops really mattering after that, although some bosses are a bit annoying out of order (in particular, sting chameleon fucks my shit up every time, and armored armadillo does stupid damage if you fuck up, so I kind of just want him dead ASAP)
X1 isn't a massively hard game.
if you have even a handful of the upgrades, it's damn easy even