Some of us make To Do lists, then tackle the items on them in the order they thought of them. While it's good have a list of the things we need to do, taking the time to prioritize tasks allows us to work much more efficiently.
One of the problems with prioritizing is that it's sometimes difficult to know whether or not something deserves priority status. Some things that are important to us may not be all that important in relation to other things. And sometimes client demands cause us to put priority on things that don't really need it.