Many scholars believe that the gospel of Mark was written first, and that may be so, although there is no definite proof that can be given for that position. Regardless of which gospel was written first, Matthew is first in the canon.
Do you have any reasons why it might have been put first?
We obviously do not have access to any records of those who, by the providence and wisdom of God, collected the inspired books and put them in the order in which we now have them. But there may be some indications, as we consider the collections of books, to help us understand that process.