Timo,
I would say don't bother reading Volume 1 (Flying Training) until you go and do your flying training itself. Then read the parts in the book that relate to the excercises you are doing.
The order that you read them in, or the order that you do your exams does not really matter if you are going for intensive flying training.
Try and complete all your exams before you go over for your flying training, or you will have a very very difficult time.
Most people start with "Air Law" because you need that exam passed before you go solo. Air Law is dull and boring. It's not difficult, just a lot of stuff to remember.
Write some notes while you read them, and they should make more sense.
T.