Luvwinnie,
If your cheesecake looked fine then it probably is. The importance of mixing things in order varies greatly depending on what you're making and what specifically you did out of order.
Using your cheesecake as an example I would say it's important to mix the cream cheese and sugar first, before adding any liquids, because this will enable you to mix it for a long time to make the cream cheese smooth. If you were to start with eggs and then add the cream cheese and sugar you will generally end up with lumps in your mix or you will have overmixed your eggs ending up with a different texture. On the other end of the spectrum it makes virtually no difference as to when you would add your vanilla.
Anyway, probably more than you wanted to know, but good luck with your cheesecake... I bet it's great!