How can I make collectibles have to be picked up in a certain order?

Note, that this attempt may be error prone but that's rather due to the nature of the problem itself. You may want to add a logic that checks that indices are not used twice and that all indices from 0 to n exist.

There are probably less error-prone ways of doing that, but here's what MerryAce123 was talking about:

He meant something like:

 // attach this to all collectables
 public class Example : MonoBehaviour
 {
     // assign in inspector
     [SerializeField]
     private int index;
     public int Index { get { return index; } }
 
     void Awake()
     {
         // let's just assign the tag via script
         // tag must exist in the Tag list otherwise this will fail and throw errors
         tag = "Collectable";
     }
 }

Note, that i made the actual index private in order to not let other scripts manipulate it and mess up the indices, so when you need to read it use the property 'Index'. 'SerializeField' will yet make it visible and editable in the inspector.

In order to not be forced to set the tag manually for each object you put into the scene, this script will also assign the tag. That's up to your desire, you can remove that.

The next script, which should only exist once in the scene is the following. Any further logic is simple to add, such as 'everything collected' or a counter for max attempts etc.

 public class Test : MonoBehaviour
 {
     private int nextIndex = 0;
 
     void Update()
     {
         // if the left (0) mouse button is clicked
         if(Input.GetMouseButtonDown(0))
         {
             RaycastHit hit;
             // create a ray that casts from mouse position
             Ray ray = Camera.main.ScreenPointToRay(Input.mousePosition);
 
             // do the raycast, result will be stored in hit
             if (Physics.Raycast(ray, out hit))
             {
                 // just to have shorter syntax
                 GameObject go = hit.collider.gameObject;
 
                 // compare the tag
                 if(go.CompareTag("Collectable"))
                 {
                     // get the Example component and compare the index to the index we're waiting for
                     if (go.GetComponent<Example>().Index == nextIndex)
                     {
                         // logic when it's the correct item
                         Debug.Log("correct item");
                         nextIndex++;
                         // let's set the item to be inactive
                         go.SetActive(false);
                     }
                     else
                     {
                         // logic when it's the wrong item
                         Debug.Log("wrong item");
                     }
                 }
             }
         }
     }
 }