The order is more important that leading with the default.
You should present the choices in the order the user expects. If a list is in the right order, the user will be able to mentally chunk it and rely on their past experiences to basically not read the entire list. If the highlighted button is near the middle or the top or the bottom they can make an educated guess about which one is selected and act accordingly.
On the other hand, if they see a list like this:
they will have to read and parse each line to find the option they are looking for. They might even improperly chunk the list and assume the default was they option they expected to find in that position. For example, if the choice was labeled "Shirt Size" and the first choice was selected by default, they will probably expect to get a Small shirt, not Medium.
This article reinforces the need for a default, but makes no mention of it needing to be the first option: