When I open the box I remove the clear acetate sheet of window & door inserts and the Warm-Up sheet and put the acetate sheet between the pages of the Warm-Up sheet nd lay it beside the box. Next I remove the instructions sheet and read through it and lay it on top of the Warm-Up sheet. Next I remove the schematics sheet and look it over, then I take the plywood sheets and go over the number on each one with a black Sharpie marker. I lay them face down in the box lid as I check each one with the schematics sheet: any small pieces that try to fall out I put back in & slap a piece of masking tape (or painter's tape) across the back to keep it with its sheet until I need it. Once I see that all the sheets and pieces compare with the schematics sheet, I put the ox bottom over the pile o sheets in the lid and turn the whole mess back right side up. then I pick up the schematics in one hand and the instructions in the other and read through the instructions again, this time finding the pieces on the schematics. I then lay the schematics, the instructions and the Warm-Up sheet back in the box and go find my utility knife, glue, primer, etc. If the house has not begun by now to talk to me I then o back in the house to eat a piece of chocolate or fix a stiff drink of an adult beverage and await communication; usually the house has already begun to chat, or I wouldn't have it.
I dry fit the shell with painters tape and trace along where pieces join along an edge to be glued. When I take the house back apart I mask off the areas I'll glue with tape or stain. Then I prime the pieces won't stain; I like to use flat interior white latex paint to prime with. I can mix acrylic paints from the tube with the interior latex paint to get custom colors. I also like the little sample paint jars I get from the hardware store. I use wood glue to glue wood to wood. I use clear-drying white 'Elmer's all-purpose glue to glue the acetate inserts. Once I thought it would save time to prime the pieces before I punched them out. Trust me, you don't want to do that!
Before my pacemaker I was building houses quite rapidly, and I built a fair few of them, so I left my perfectionist frets behind me, learned 1. to make test samples if I was skittish about trying something new and 2. there is no catastrophic mess-up that cannot be spackled over, covered with wainscots or other trim, or bashed to look like something awesomely unique. My energy levels bottomed out when I got the first pacer, and the insurance waits until one is FTD to replace the old battery; so I build more slowly and I spend more time making things to put into the houses. There is no one "right" way to build a dollhouse. Go with what works for you.
There is no law against having more than one.