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Is there a reason why when putting on the tefillin we put on the Shel Yad first?

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The Gemara states this (and the reasoning behind it) explicitly on Menachot 36a:

תנא כשהוא מניח מניח של יד ואחר כך מניח של ראש וכשהוא חולץ חולץ של ראש ואחר כך חולץ של יד בשלמא כשהוא מניח מניח של יד ואח"כ מניח של ראש דכתיב וקשרתם לאות על ידך והדר והיו לטוטפת בין עיניך אלא כשהוא חולץ חולץ של ראש ואח"כ חולץ של יד מנלן אמר רבה רב הונא אסברא לי אמר קרא והיו לטוטפת בין עיניך כל זמן שבין עיניך יהו שתים

One taught: When a man puts on the tefillin, he should put on first the hand-tefillah and then the head-tefillah, and when he takes them off, he should take off first the head-tefillah and then the hand-tefillah. Now it is right that when he puts them on he should put on first the one on the hand and then the one on the head, since it is written, And thou shalt bind them for a sign upon thy hand, and then it says, And they shall be for frontlets between thine eyes; but whence do we know that on taking them off he should first take off the one from the head and then the one from the hand? — Rabbah said, R. Huna explained it to me. The verse says, And they shall be for frontlets between thine eyes, that is to say, so long as they are ‘between thine eyes’ both shall be there. (Translation from Soncino)

See also Shulchan Aruch OC 25:5-6

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Thanks for the source! –  Ani Yodeya Sep 16 '13 at 21:58

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