I've noticed that I always put on my left cycling glove first. (And just for the record, I always put on my left shoe first.) I'm right-handed, just for the record. I COULD put the right glove on first - I just don't want to!
I suspect most people have a similar habit. Do you?
I usually put my left glove on first followed by my right shoe, unless of course I get out of bed on the left side, in which case I put my right glove on first followed by my left shoe. Right contact in first then the left, unless I poke out my right eye because I picked my nose with my left pinky (and missed the right nostril because I usually pick with the right index) in which case I put the left contact in first, because I don't have a f#!king righy eye anymore.