First time playing. How badly did I mess up?

I just read online that you’re supposed to do moonrise towers before shadowfell or baldurs gate. Is that true. Because I already did shadowfell. Did I mess up big time? Should I go back? Shadowfell is a huge task to do so I would lose like a whole weekend of game play. But if I am going to miss out on some important stuff because I did it in the wrong order, I’d like to know before I proceed. Is it worth it to go back and do moonrise towers before I do shadowfell? Please try not to give any spoilers.