Duel Boot

I am getting my Go2 extreme soon and plan to replace the hard drive with a 4 tb drive so I can duel boot into windows and steam OS. I have heard it’s better to load Steam OS first then load Windows. Is this correct and if so why? If not. I could simply clone the existing drive and then partition the drive and load Steam. Any advice is appreciated. I am moderately techy but need to follow a YouTube video to do it.