It makes the most sense. If you want to do web development and know absolutely nothing, HTML is the starting point. I wouldn't necessarily call it a programming language but it is a markup language in which is heavily used along with everything else and is the easiest to pick up.
From there, everything else is a building block. Think of it like math. You'd take transitional math before pre-algebra, pre-algebra before algebra, etc... Same thing.
HTML, CSS, Javascript, XML, Ajax, Python, MySQL
If you're adventureous, try HTML5 and CSS3 afterwards. Also look into jQuery and Django afterwards.