David,
No problem. You simply start anywhere with #1 then proceed clockwise with the rest in numerical order. And you are right, it is essential that they go in sequence. And don’t mix dies from different sets.
A further tip, if your die is larger than the 5/16 variety, it will likely have a little lever on it marked plus (+) and minus (-). This should be set accordingly to give an initial cut of approx 3/4 depth, followed by a second cut to full depth. It can take a bit of trial and error with a piece of spare MS rod to get the overall setting correct for a perfect thread that a nut will run down by hand without being over loose. But once set and lock-nutted, that’ll be correct for the life of that die set. When I’ve finished I run a piece of folded wet and dry paper in the thread grooves to polish-off any high-spots.
Do persevere, its worth it in the end. Oh and do use a quality thread cutting lubricant such a Rocol.
Best Regards, Peter B