Basically, you can write a story in two ways: you can write front to back (linear) or you can skip around (nonlinear). Both approaches have their advantages and disadvantages.
The linear approach is probably what first comes to mind for a writing strategy since you read a book in a linear fashion. It may be necessary to write your scenes in order if you are going without an outline. This approach can be a wonderful way to let your story initially unfold.
Unfortunately, I think linear writers are more prone to get stuck when they do not know what happens next. Another drawback of linear writing is that when the story takes a life of it own, the new characters or events or back story do not have a foundation. It is important to remember that linear drafts are not set in granite.
Nonlinear writers, when faced with the dilemma of not knowing what comes next, are free to write a different scene, earlier or later in the sequence of events. Nonlinear writers also have an easier time rearranging scenes since they are less susceptible to the belief that their scenes are set in stone.
On the other hand, scenes written out of sequence are more likely to be out of harmony with one another since the writer’s perception may have changed drastically between Scene 1 and Scene 2. And massive tweaks are still needed. Some writers might find it even more difficult to go back and lay the foundation for future developments because maybe not all the foundation scenes are written yet.
You just need to find what works for you.