is it good to do the volcano or the skull cavern first?
I think most people do skull cavern first because it's unlocked first, but I usually spend more time in the volcano first. There are not a lot of good rewards from the skull cavern until you get very deep, which requires you to be very good at it, which I am not.
On the other hand, with the volcano you can take a day, some speed and maybe defense buffs, and a lot of cheese, and unlock the forge. You don't have to fight anything, just keep eating as you look for the exit to the next level. (If I run into a level with too many buttons, I give up and try another day.) With the forge unlocked, I can venture into just the lower levels until I have enough cinder shards to start forging rings. Forged rings and maybe cinderclown shoes get me to a point where I can comfortably go to the volcano for treasure chests, golden walnuts, dragon teeth, and more cinder shards to start enchanting weapons. Then, if I can get crusader on a good weapon, this becomes a good time for me to go back and tackle the skull cavern. I now have much higher defense so I'm taking less damage, and I have a weapon that kills mummies without a bomb. That all makes skull cavern easier for me.