I think it's sorted by field, by default by the error message...
e.g. your messsages would be in a strange looking order perhaps initially.....
proxyHost cannot be resolved Sandbox Proxy.java line 109
proxyHost cannot be resolved Sandbox Proxy.java line 200
Syntax error on token "2", delete this token Sandbox Proxy.java line 12
In the above, the error on line 12 is causing the errors on 109/200. Eclipse doesn't tell us this though, because it has sorted 'proxy' before 'Syntax'.
Within a file at least, you'll get the 'first' problem by sorting on location (click the 'location' field to sort) so the above becomes..
Syntax error on token "2", delete this token Sandbox Proxy.java line 12
proxyHost cannot be resolved Sandbox Proxy.java line 109
proxyHost cannot be resolved Sandbox Proxy.java line 200