It is fine to listen to the podcasts in any order you like. If you are learning German in lessons, then you can listen to the podcasts that are relevant to what you're learning at the moment. If you're not learning German in lessons or want to listen to the podcasts independently of your lessons, then these I recommend following one of these two orders:
The order I wrote them in:
Gender
The Nominative
The Accusative
The Dative
The Genitive
The Present tense
The Future
Past Tenses: How to Use the Perfect Tense
When to Use The Perfect Tense
The Simple Past
The Pluperfect
Word Order in a Standard Main Clause
Word Order – Exceptions to the Standard Main Clause
Word Order – Multi-Clause Sentences
The Conditional and Umlauts
The Conditional – Part 2
Relative Pronouns
Relative Pronouns 2
Relative Pronouns 3
General Tips & Tricks
How to Use a Dictionary
Adjectives & Adjectival Endings
Reflexive Pronouns
Reflexive Verbs
Reciprocal Verbs
Commands
Reported Speech
This slightly rearranged order:
Gender
The Nominative
The Accusative
The Dative
The Genitive
Adjectives & Adjectival Endings
How to Use a Dictionary
The Present tense
The Future
Past Tenses: How to Use the Perfect Tense
When to Use The Perfect Tense
The Simple Past
The Pluperfect
Commands
General Tips & Tricks
Word Order in a Standard Main Clause
Word Order – Exceptions to the Standard Main Clause
Word Order – Multi-Clause Sentences
The Conditional and Umlauts
The Conditional – Part 2
Relative Pronouns
Relative Pronouns 2
Relative Pronouns 3
Reflexive Pronouns
Reflexive Verbs
Reciprocal Verbs
Reported Speech