All rudiments are made from single and double stokes, and derivatives,so a good place to start. I'd go singles, doubles, triplets, then add in embellishments of same i.e flams, drags to the above, before heading to paradiddles, rolls. Reason being, the first few are generally more useful when playing songs than the fancy fill stuff, which can come later.
Once perfected on the drum pad its a matter of getting them on the drum kit with the variations of hands and feet of each rudiment around the kit, not something you learn overnight.
You need to be able to play each rudiment at a slow tempo in a way that each hand is playing evenly and at the same tempo. This is where you discover one hand will be weaker than the other.
When you can play any rudiment slowly and correctly, it is then time to slowly start increasing the tempo to a point where it falls to pieces. Stop and start again from slow. Over time you will get better and better and faster. I'm talking a lot of practice and possibly years for some individuals. The double stroke roll is easy enough but to get it sounding even and be able to play it at all tempos, loud or quiet, open or closed, it can take years of practice and something you need to keep practicing or you tend to slip back.
I suggest don't get too much hung up on rudiments, the Stones or Boyd stick control books are great and cover some good ground, but you should be listening to music and playing along to as much as you can with what you know. I mean listening, not hearing. Listen for the drummer and the parts being played.
Yes, play along with songs.
A good thing to do is pick a song you realy dig, print out the lyrics. Play it over and over and find song structure. Then write in the crashes and accents that are important, find the tempo, the feel and learn any drum fill off pat. Rewarding when you can play through something you have a passion for. Start with something not too challenging like Knocking on heavens door.
This is how i approach most of the songs iv'e learnt over past 15 years for covers band work, it helps to know the lyrics as they give cues for your parts, and also helps become emotionally involved and interested with what you are doing, rather than just sit at the drum throne and play along with a beat, try give it the feel it deserves.

Now a plan to get started , check this out .....
A great book and DVD i can suggest for any learner as a step by step guide to follow, and worth it's cost is , "Picture Yourself drumming". Available from Music Books Plus web site.
Hope this helps with your questions.