Hi Enerii,
It does not matter what order you date them in, although the last Sin you date gives you their true ending. And the longer you wait to date Envy, the more choices his path has. So, there's no "right way."
You get little easter egg text messages, from all the Sins, no matter what order you do them in, but many of them only arrive when you date in a specific order, with specific choices.
So you didn't mess up! ( ^^)/