I did :
1*Learn HTML
2*Learn PHP
3*Learn a little CSS
4*Learn a little JS
5*Making progress in Jquery.
You don't need to learn JS, if you want to learn PHP, altrough it could become handy.
If you are learning PHP, JS is very useful especially if you are interested in things such as forums, because forums like vBulletin use tons of Java scripts.
All that things you can learn with the time and experience, After that buy a book a learn better.
Learn HTML
Learn CSS
Learn PHP
Learn others
HTML+CSS = Design
Yes, start with HTML first. Easy to adjust too. If you want to design, use CSS + Flash + Illustrator. Move on to a more powerful language like PHP
There's no set rule on what to learn first <_<. You could be like me and end up better by learning php first and then html. PHPacademy on youtube is a great place to learn. they explain everything thoroughly and really get you to understand it.
HTML is definitely a handy asset when you start learning PHP, but it's not 'necessary' as such, you can write working PHP fine with no prior experience in HTML. However, as generally your PHP page would have some form of output that the user sees, having HTML to handle the way that output is presented is great. Javascript is even less 'required'. You only need to know jScript for the client side coding, so unless your page will require some event driven programming, it's not at all essential.
My personal recommendation is that PHP and HTML are like two peas in a pod, learn them both at the same time and the world will go around smoothly.