Vex’s skill order is Q Mmax into W Max into E max. However, you start at level 1 with E as it is easier to hit and better suited to play the level 1 trades. To understand this we need to start with Vex’s passive ability.

Vex’Passive “Doom and Doom” : Vex has another bar under her mana bar that is permanently refilled. If it is fully charged, Vex’s next ability will terrify the enemy. In other words, they are put in fear and can stop enemy jumps.
The Vederben part of the passive describes the mark that opponents receive as soon as they are hit by Vex E’s ability or use a dash. This causes Vex’s next autoattack on the target to deal bonus damage. This makes champions with a dash rather weak against Vex, as she can cancel the dashes with her fully charged passive and deal bonus damage on each dash.

Vex Q” Mistral Shot” : Fires a damaging projectile that accelerates on the fly.

Vex W “Keep Distance” : Vex gains a shield and deals damage to nearby enemies. Very good when opponents close in on Vex, such as Le Blanc in the lane.

Vex E “Threatening Darkness”: Vex summons a circular area that deals damage to the enemy, slows them and inflicts “Corrupt”.

Vex R “Shadowfall”: Fires a projectile, marking the opponent. When reactivated, Vex flies to the enemy hit and deals damage. The ulti is reset if the target dies within a certain period of time.