Speaking as an ex crossing keeper who did the job for a number of years it all depends on the layout and where the locking bolts lie. There is no written instruction to which gates must be opened or closed first but you would aim to finish where you started. Other wise you would end up on the wrong side of the road waiting for the traffic to pass before you can get back into the crossing hut.
So in the somewhat basic picture below, you would do the gate closest to the hut first (Lock One) then the other gate will bring you back to the hut.
This is a typical layout found on most crossings, however, there are a few oddities out there. There was one I worked at where due to the narrowness of the road, two half gates where located on one side. In this instance you could open both at the same time with gravity taking hold of one of them.
Edit: In fact here is a picture:
http://www.east-rail.fotopic.net/p55592158.html