Arranging the words in alphabetical order:
To determine the word that comes first in alphabetical order, we need to arrange the given words in alphabetical order. Let's do that step-by-step:

1) Nautical
2) Naval
3) Nature
4) Necessary

Explanation:
- Nautical: This word starts with the letter 'N' and is followed by 'a', 'u', 't', 'i', 'c', 'a', and 'l'.
- Naval: This word starts with the letter 'N' and is followed by 'a', 'v', 'a', and 'l'.
- Nature: This word starts with the letter 'N' and is followed by 'a', 't', 'u', and 'r'.
- Necessary: This word starts with the letter 'N' and is followed by 'e', 'c', 'e', 's', 's', 'a', 'r', and 'y'.

Comparing the Initial Letters:
When comparing the initial letters of the words, we can see that all of them start with the letter 'N'. Therefore, we need to consider the next letter.

Comparing the Second Letters:
The second letter of each word is as follows:
- Nautical: 'a'
- Naval: 'a'
- Nature: 'a'
- Necessary: 'e'

Comparing the Third Letters:
The third letter of each word is as follows:
- Nautical: 'u'
- Naval: 'v'
- Nature: 't'
- Necessary: 'c'

Comparing the Fourth Letters:
The fourth letter of each word is as follows:
- Nautical: 't'
- Naval: 'a'
- Nature: 'u'
- Necessary: 'e'

Comparing the Fifth Letters:
The fifth letter of each word is as follows:
- Nautical: 'i'
- Naval: 'l'
- Nature: 'r'
- Necessary: 's'

Comparing the Sixth Letters:
The sixth letter of each word is as follows:
- Nautical: 'c'
- Naval: ' '
- Nature: ' '
- Necessary: 's'

Comparing the Seventh Letters:
The seventh letter of each word is as follows:
- Nautical: 'a'
- Naval: ' '
- Nature: ' '
- Necessary: 'a'

Comparing the Eighth Letters:
The eighth letter of each word is as follows:
- Nautical: 'l'
- Naval: ' '
- Nature: ' '
- Necessary: 'r'

Comparing the Ninth Letters:
The ninth letter of each word is as follows:
- Nautical: ' '
- Naval: ' '
- Nature: ' '
- Necessary: 'y'

Arranging the Words:
Based on the comparisons made above, we can arrange the words in alphabetical order as follows:

1) Naval
2) Nature
3) Nautical
4) Necessary

Therefore, the word that comes first in alphabetical order is "Naval."