why?

This escapes me too. They explain why he must travel in increments, but not why out of order...although it might be implied that since he skipped over the circle increment accidentally, he may not have precise control over the order. But your question is valid because the reason for the order was not clearly explained, or we have to also accept that maybe we missed the point but it was actually explained. I'm looking forward to others answering this question.

he talks about it during the movie (4th trip?)...

basically the first time he went (which the end of the night), was supposed to be his only trip... he wasn't there for the party, he went there to get some air. once he realized there was a reason to be there at the end, and not knowing where the beginning was, it was probably just to be safe and not go too far...

once he got the jist of the situation he started going in chrono order


also made the movie a lot more interesting, especially regarding the camera crew who, on his first trip, knew who he was confusing the hell out of him.