If I take out my Tefilin before putting on my Talis but my Tefilin is still covered in the case (already out of the Tefillin bag), what should I put on first?
The Tallis, as in this case the Tefillin are still considered as being covered. Sources: ראה שוע״ר כה, ג עפ״ד המג״א א, שכשמונחים בכיסן ל״ש דין אין מעבירין…