Reading the New Testament in order is not, of course, as essential as reading it. But there are some places where reading the books in the canonical order is especially delightful, and aids comprehension in a way that reading out of order does not. Acts-Romans is one of those.
Acts deals, in large measure (chapters 10-28), with the Church’s Gentile mission, which was commenced by Peter and then carried forth, most notably, by Paul of Tarsus. The incorporation of Gentiles into the Church, and how it was to be done, raised huge issues; in fact, reading through Acts you could say the inclusion of Gentiles in the people of God was the defining controversy of the Church’s first few decades. Not surprisingly, then, when Paul, Jew by birth and education and apostle to the Gentiles by calling, started setting ink on parchment to send to the Church in Rome, this matter of Jew and Gentile would direct the course of his argument. The power of God in accomplishing salvation through his Messiah is the ultimate theme of Romans, and the theme which gives Romans its grandeur. But the economy of salvation — “to the Jew first and also to the Greek” — is what gives Romans its distinctive shape.