Here's what I've learned about the optimal order of investments from someone who made many of the mistakes first.

Age 22-25: I was contributing to my 401k up to the match and nothing else. The rest was spent. In retrospect, this was fine for the first year while I learned the basics and built cash reserves.

Age 25-28: Added a Roth IRA after learning what one was. Still no HSA (didn't know it existed). If I'd started the HSA at 25 with an HDHP, I'd have $40-50k more in a tax-advantaged account today.

Age 28-33: Maxed the Roth IRA annually, increased 401k to 12%, discovered the HSA and started maxing it. Also discovered the HYSA and moved my emergency fund there.

Age 33-now: Maxing everything available plus a taxable brokerage. The runway to retirement is well established.

The main lessons: get the 401k match immediately, open and fund an HSA as early as possible if eligible, max the Roth IRA by your late 20s if you can afford to. Every year of delay in each of these accounts costs compounding time you can't recover.