OK, I think I get it.
In the second part, the teacher is basically saying, "today we are going to start off by doing A, then B, then C, but before any of that I want you to do X".
The teacher's warning about hurting yourself if you don't warm up properly is the clue to why the warm-up is done first. It doesn't really negate the "mazu" of the temporal order of the days activities, but I can see why its confusing.