Well, wizard and sorcerer don’t have any armor proficiencies regardless of if they are picked first or not, and their weapon proficiencies are eclipsed by all other classes.
It does matter for fighter or Paladin. If you start as one of these you have heavy armor proficiency, but if you multiclass into them you only get medium and light.
So that is a case where it matters which class goes first.
If you play sorlock, you will get light armor if you choose warlock first and you will still get it if you multiclass into warlock, so it doesn’t matter so much.
Do you know what your level distribution will be between two classes?
In this combination you generally want to focus on one and dip in the other.
If you focus on sorcerer, it generally to be able to launch crazy amounts of Eldritch Blasts. Combined with Hex, this can do absurd damage.
If you focus on warlock, you generally just want a few levels of sorcerer for some extra spell slots for utility and access to the very useful Shield spell.