"Making Games with Python & Pygame" is different from other programming books because it focuses on the complete source code for several game programs. Instead of teaching you programming concepts and leaving it up to you to figure out how to make programs with those concepts, this book shows you some programs and then explains how they are put together.
In general, you should read these chapters in order. There are many concepts that are used over and over in these games, and they are only explained in detail in the first game they appear in. But if there is a game you think is interesting, go ahead and jump to that chapter. You can always read the previous chapters later if you got ahead of yourself.