It is possible that the first temptation Jesus faced in the wilderness was the temptation to turn stones into bread: both Matthew and Luke have this as the first mentioned temptation in their narratives (see Mat. 4:3 and Luke 4:3).
However, the order of the second and third temptations in Matthew and Luke is reversed, which might imply that the the temptations didn’t have a set order, but that they reoccurred for Jesus during this time. If this is the case, then we can’t be sure which temptation came first.
Also, Luke 4:2 also makes it clear that Jesus was tempted before the events of v3 happened, but we aren’t told what those temptations were about: they might have been different temptations.
So, we can’t know for sure what order the temptations came to the Lord Jesus in the wilderness. What we do know, though, is that during the temptations in the wilderness, and during Jesus’ entire life, he was ‘in every respect … tempted as we are, yet [thankfully!] without sin.’ (Heb. 4:15).