I think song order is the number two priority after checking the fly zip before going on stage.
The first song is where you show an audience, probably containing many people seeing you for the first time, that you can;
1)Play
2)sing
3)command both stage and audience
4)Write. (if you're a writer)
Almost all their judgements will be made in the first thirty seconds.
After that I think it helps your planned night to think of the audience as an elastic band...stretch them, relax them, stretch them relax them.
Then try to get it so one song leads into the introduction to the next so that the evening seems to have a pattern to it.
I've never yet been satisfied with an evening in front of someone who goes on without a set list. They tend to sing what they want to hear and don't make the effort of thinking of the audience's needs.
Variety is the spice of a set list.
Don't finish with a death song.