Do the Walls last..but vapor barrier first
Hello. If you are putting the tub against an exterior wall, make sure you insulate and vapor barrier before you install the tub including using acoustic sealer between the floor and the vapor barrier. After that, install your tub with your mortor and let it sit at least 24 hours as someone else suggested. When you do your walls, it's better to use a concrete board rather than drywall everywhere you want to tile. This is because the drywall may absorb some of the moisture from the dry-set mortor that you will be using for your tiles and leave you with a less than adequate bond. Bring the concrete board down to where it just touches the rim of the tub, but not on the metal edge that you use to fasten it to the wall. When you tile, fill the space with dry-set morter, which is water resistant, and tile right down to the tub except for a normal space for silicon. Some people like to use grout to finish right down to the tub but I prefer silicon for that last edge as it is flexable and with people getting in and out of the tub, water load, etc, some flexability is always a good idea. As far as the floor goes, you can use 1/2 inch to 5/8 inch plywood to stiffen things up, but again I'd prefer to use the concrete board and a product like Ditra because the plywood would tend to absorb moisture from your dry-set and weaken your tile bond.