Children who understand that events happen in order will have an easier time remembering and understanding what they read. Sequencing is part of Narrative Skills, essential early literacy skills. Singing songs and reading books about the order in which things take place also helps children develop the mathematical concept of sequencing.
Books that help teach sequencing:
Bear Snores On by Karma Wilson (and others by this author)
Big Fat Hen by Keith Baker
Caps for Sale by Esphyr Slobodkina
Deep in the Swamp by Donna Bateman
Five Little Ducks by Ivan Bates
Five Little Monkeys Jumping on the Bed by Eileen Christelow
If You Give a Mouse a Cookie by Laura Numeroff (and others by this author)
Lunch by Denise Fleming
Mouse Count by Ellen Walsh
The Napping House by Audrey Wood
One Frog Sang by Shirley Parenteau
Ten Little Animals by Laura Coats
Ten Little Fish by Audrey Wood
Turtle Splash: Countdown at the Pond by Cathryn Falwell
The Very Hungry Caterpillar by Eric Carle (and others by this author)
We're Going on a Bear Hunt by Michael Rosen
Ask your librarian for more suggestions!
The library webpage also has recommended lists for preschoolers.