It's not important whose name goes first – at least not to the government – but what does matter is being consistent with each subsequent return you file.
When you file your first tax return together, decide whose name should go first and then stick with it per the IRS 1040 instructions, which read:
"If you filed a joint return for 2018 and you are filing a joint return for 2019 with the same spouse, be sure to enter your names and SSNs in the same order as on your 2018 return."
Changing the established name order isn't the end of the world, but it could result in processing delays for your taxes.