Never installed Win 10 so no experience with that, but I do with Win 7.
Install Windows *first*, that's easier, because the Windows install will just replace your bootloader. If you ever have to *reinstall* or even "repair" Windows later on, you will have to manually reinstall Grub (or whatever bootloader you chose.) But at least, install Windows first when installing for the first time, otherwise you'll have to uselessly install your bootloader twice.
In any case, keep a Linux live CD handy. You may need to chroot if anything goes wrong.