What is the best way to approach the course? Should I go through each module in order?

The course has been designed to be followed in order. Each module leads to the next and it is important to follow the order to ensure that you have everything in place in order to complete the next module. 

As you get further through the process it will become clear why the course is set out in the order that it is. It is done so that you can build your momentum as you move through the course making progress at each stage.

So go through the course in the order that the videos are set out and take action after every module! Once you have started your snowball of momentum by taking action at every step, you won't be able to be stopped!