Hello and Welcome to the board :D:D:D
Although I usually add the sides and then top and bottom, it really depends on how you want the borders to look. You can certainly reverse that.
Side note: If you are short on fabric, adding the sides first may save you from having to piece the border pieces together.
You will end up needing shorter pieces than if you add the top and bottom first if the quilt top is a rectangle shape :wink: