Exposure first, then filmic (this means exposure module is listed under filmic module).
Setting exposure with filmic enabled or not is up to you.
Changing exposure with filmic off might trick you in paying to much attention to what the shadows and highlights are doing. You really should ignore them. Highlights might me clipped to oblivion, then you turn filmic on and they are back :).
So,change exposure with filmic on to have a more complete final output while you change the slider. But it might be harder to understand why certain things are happening while you are changing exposure.
Changing exposure with filmic off might be harder for people because they see stuff in shadows and highlights happening which should be ignored. It’s midtones only.
I started with filmic on,now with color calibration in there I always leave it off until I set exposure and color- cal to a decent start.
The picker and the 'ai’options in color-calcan have a hard time with lots of your image completely clipped. So I always return to them to see if they do something interesting after I set filmic.