so what is the more 'natural' order of going through the islands? (in order of difficulty).
I have not explored all the islands yet,but you can leave an island and come back to it later,personally after Crab coast I would recommend Antigua,Admiral is there which gets you started on main quest and island is not hard and small,as to other islands that I've done, not much between them IMHO,Kila a voodo island is not too hard has spiders,jaguars,alligators usual jungle creatures,Taranis mage island also not too hard,but as always depends on your skill and level.
DLC content you get Fog island which has a few tough mobs and demons(not too hard with Bones in your group),Isle of thieves all gnomes(friendly) and goblins(baddies) which was not hard,a few golems and alligators about hardest things there.
I recommend take Bones with you because he can fight and also heal you while in combat.
Caldor(I believe demon hunters based there) has lots of quests and Tacarigua I have not done either yet,they give you the freedom to do them in any order so up to you,just remember you can always leave and come back as many times as you like.
Some tips depending on class you decide.
Keep all crystals if you are going mage guardian,keep jade if you are going Voodoo,Keep ancient knowledge if you are going Demon hunter.
I would also say don't join a faction right away,do all quests on the faction islands first up to the point where you have to decide,then do a save and decide which one you want to join ie mage or demon hunter etc...That way when you do finish the game later you can always reload that save and choose a different faction to join and replay the game with different class.