This is personal choice. There is no hard line order to playing GH or WT. Personally I played it as it became available to me and according to my wizard's current skill.
I suggest you try GH when you can, good way to build up experience, earn gold and collect snacks, reagents, and equipment. If you get to a part that is too hard for your wizard, go back to the main story line and return later.
What is the order to play is grizzleheim before or after dragonspyre? is dragonspyre last? Please someone let me know the order of worlds
malistair arc wizard city kroktopia marleybone mooshu dragonspire
morganth arc so far celestia zafaria those were the main arcs now for some mini ones that are optional that become avable depending on your wizard lvl grizzleheim arc 20 opens gh but it also can end until your a certain lvl like 30 or 40 when ya beat the final area in gh ya may travel to the wintery world of wintertusk and save grizzleheim and wintertusk from a magical icy force now for the last side arc currently the wysteria arc note it may get more add ons but currently wysteria has a entire world for lvl 25 however there is a add on dungeon here for legends and up that beat it that was the worlds we wizards have seen and explored and there might be more coming in a month, or week or who knows maybe a year be patient once ya go through it once and soon new ones shall come
I tend to start Grizzlehiem around level 25, I do one area then go back to where I was then return for another, I try to get to the end of the 3 beginning areas by level 40 or he just tells you to go rest, which means you have to come back when you are level 40. The battles there seem to be a bit above the level they allow you to start in for me.
The Jotun fight I return for when I have help and around level 45, then I try to get Ravanscar area in by the time I reach level 50. The ending Ravens fight is quite difficult and you probably will need at least one other person to help with that.
You won't level up well in Grizzlehiem because you get very little experience for the quests there but it must be done if you want to be able to enter Wintertusk which does give you decent experience.
After I enter Wintertusk I do the first few walk around quests, then return to Celestia till level 55. I return to Wintertusk and follow the main story line which gets me to my pet level and quest around the same time I reach level 58. I also find that this helps me when I return to Celestia a bit stronger to finish that off.
If you want to be able to obtain any of your class spells you have to do grizzleheim. So as it is optional is isn't if you want to be able to do school quests for spells and pets. I got behind there and spent a day to catch up to be able to get the level 55 class spell.