I'm an advertising student about to start an art direction/portfolio class with no previous graphic design experience but they recommend we familiarize ourselves with them. I have all the Lynda fundamentals tutorials but am unsure as to which software I should learn first. Thanks.
There's no set route for learning the software titles. Depends on the project.
Photoshop is a pixel based image editor. Illustrator is a vector based illustration editor. There is some overlap between them.
If you're doing layout work, you could treat InDesign as the "hub" or main application for the layout.
You then use Photoshop and/or Illustrator to prepare the images for InDesign. Use InDesign for the text in the layout.
If you're doing web work then all 3 are capable of start to finish workflows.