It could be that the player uses the order in which files got copied to the device.
Delete all the tracks on the device,
Sort them correctly in the windows explorer,
Select the files in the windows explorer
move the mouse cursor to the first file in the list and then, with the focus on the first file, drag&drop the files to the device.
This should start the transfer really with the first file.
Otherwise the file under the mouse cursor gets copied first.