Quick answer: There is room to explore in a different order, but a navigation-first route helps most new groups avoid repeated walking and unclear directions.
Suggested order
Red Tower for the map; Blue Tower for trains; Green Tower for chairlift access; Yellow Tower for tunnels. This order favors information before convenience.
When to change course
Follow a nearby tower if your team is already carrying suitable rewards; switch if the current group size fits another challenge better; choose the unlock your regular group is most excited to use.
Keep the route clear
Assign a navigator; keep the key carrier with the main team; record each completed system on the map before moving to the next tower.
Source & update note
Core platform, player-count, crossplay and hosting facts are checked against the official Big Walk FAQ. This page uses spoiler-aware community route notes and should be rechecked after game updates.