What stats should I be training first and which ones last? Also up to what point should I for example raise my HP before training things like Strength.

Just keep your stats even, it doesn't really matter what order you train them in. You'll keep your stats even until t11 or t12

personally i kept to even training until i was about... mid to late tier 9. at around that time i started using my daily battle quest exp to boost exclusively health while i trained everything else evenly in the training center. the later tiers is when having extra HP will start to be pretty useful. as you start to develop your own battle style, you'll get a better feel for which stats you want to favor. but for just starting out and climbing through the lower/middle tiers, even training is the best course of action.

I stayed even until about 900 in each stat at which point I started dumping exp and boosters into HP and favoring certain stats. That was a long time ago though, so that was already considered being pretty high in stats. Point is that you don't want to unbalance yourself too early as training is cheap and fast in the beginning and you'll eventually need a fair amount if all the stats to decide what kind of build you want.