Personally I would go modeling ->lighting-> Materials-> UV unwrapping -> texturing/texture painting->baking->animation(mostly focused on material animation)-> atmosphere(volumetric and skyboxes)->composting.
As for story, that’s kind of detailed all thru out each part. The lighting and materials need tell a story. For example you don’t want a bright sunny lighting during the middle of a horror game. Unless there’s a reason. I would also add some none blender related studies like color theory. Specifically the phycology of color. This will help to blend the environment with the mood of the story. You can study the rest of color theory too, but color pallets are usually decided during the story development or first draft of game document. Depending on the development team.