During the playthrough of the Monster Girl Quest (もんむす くえすと) series, you can often pick your next play/quest location from a map. They are clearly marked with minimum levels suggested for each, and if you stick to that order, the game makes sure you gain enough XP to be ready for the next one in order.
Now, you can pick them out of order as well, but the one time I tried I couldn't see much of a difference in the leveling speed, rewards or anything else really.
So is there even any point in trying to complete the harder challenges first? Does the game reward - or punish - you for doing so?