Take any common PC book, and follow the order given therein.
It usually starts with ideal gas equation, enthalpy, entropy, Gibbs, chemical potential, i.e. plain thermodynamics. (that lecture was called PC1 at my alma mater)
On top of that, you can add kinetics and statistics (PC4a,b) and electrochemistry(PC5) at will, those do not depend on each other much. The basics of kinetics and electrochemistry we learned earlier however, I think in the introductory lecture for inorganic chemistry.
I´m not saying one couldn´t start with any of the latter subjects instead of plain thermodynamics, but have never heard of that being done and no idea how it would work. Would be a whole new approach to (self)teaching physical chemistry. ;)
Inbetween, you should however allow yourself a good dose of quantum mechanics (PC2&3), because that greatly improves understanding of the concepts and esp. their limitations. Some books and schools also start with QM (PC[zero]), I guess for that exact reason.
Again, I´m not saying this couldn´t be rearranged, but the above is the way most books and lectures do it. I guess that with statistics etc., you would have to stop the subject all the time to introduce another concept from basic thermodynamics, and also all the rest of chemistry remains very vague and descriptive if you don´t have a good understanding of gas laws, phase transitions, energy and temperature.