How are galaxies, stars, and planets formed? In what order are they typically formed?

Whether galaxies form from the collapse of a cloud of matter under the weight of itself is a matter of debate.

Planets are formed last, after stars, which further coalesce under their own weight, synthesize atoms of increasingly greater weight by nuclear fusion, before exploding and releasing cold heavy atoms such as those found in planets and asteroids. That collapse produces lumps of matter that further coalesce to form smaller lumps, which are stars.

The second theory holds that initially existing lumps of matter in the universe are what gave rise to galaxies.

Contrary to intuition, human structures are built from small to large because they are held together by electromagnetic forces, such as chemical bonds, rather than gravitational forces. This means that the mechanism by which gravitation works is by accretion, or from large to small scale.

This point needs to be emphasized because, in the field of astronomy specifically, everyday intuition is often misled. This is because gravity is only strong at large scales (including the Planck scale), and these scales are so large in relation to human scales that we have no direct experience of gravity in our daily lives other than weight.

Galaxies form first, through the gravitational collapse of gas and dust in the early universe. Within galaxies, stars form from the condensation of dense regions within molecular clouds. Planets form within protoplanetary disks around young stars, as dust grains collide and accrete into larger bodies called planetesimals, which then further aggregate into planets. So, the typical order of formation is: galaxies, stars, and then planets.