Say if I went threw the order of recommend items for a character would that hurt?
It's recommended that you get some of the items for a hero from the list, but not all of them-- there are clearly more than 6. Generally you want one boot item, a teleport stone, some sort of regen, and then items that complements your hero (damage for carries, bottle for gankers, wards and a courier / upgrades for support, etc). To learn what to build and what skills to get, check out the hero guides for some tips.
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My Mod Request: International Cooperation Buttons.
Depends what you mean by throwing the order. The recommended items are just guidelines, they don't have to be followed at all.
I would probably ignore the recommended items and have the hero guides on the forums open and keep checking off that. Some of the recommended items are terrible, unless they updated recently.
[Guide]The all inclusive guide
From the author of Tip of the Week.
The recommended tab is in roughly the order of price i think. Depends on the hero. If you want an ordered list the Miniguides thread is reliable, or you can search for a guide that's specific to the hero you're playing. Oh yeah, and the linked guide links to a mod that replaces the recommended items tab with the item build in the guide