This.The Doctor: People assume that time is a strict progression of cause to effect, but *actually* from a non-linear, non-subjective viewpoint - it's more like a big ball of wibbly wobbly... time-y wimey... stuff.
"According to the computer, it should take us exactly one episode to reach our destination."
— Mokuba, Yu-Gi-Oh! The Abridged Series
YRMV: your reality may vary.
For a good story play through I would suggest doing Vvardenfell, then going to your factions first zone city (daggerfall, vulkhel guard, davons watch), then talking to the mysterious figure, which will lead up to mannimarco killing you and ending up in the wailing prison, and then do the storyline from there as normal.