Work in sections we call "runs". I start with the ground run (the portion that is underside the road wheels). Then work up the run to the sprocket because you will have to fit the individual links around the sprocket teeth.
Next I work the top run towards the idler wheel. Once you have that, then work down towards the ground run. This is where you can adjust the tracks to make up for any errors.
It's also the spot on a real tank when track tension is adjusted.