Do I have to build my Cities in order?
Cities are able to be built in any order you choose. You do not have to have a Second City in order to build your Third City. You also do not need to have your Second and Third Cities before you can build a Fourth City. If you'd like to go straight to the Fourth City, you can!
Also, when you Abandon a City, that space will remain unoccupied until you rebuild a City in it's place.