Attach to a location in the staging area.

Progress from questing successfully may be placed on the attached location before it is placed on the current quest.

When I have the Explorer's Almanac attached to a location in play, do I put progress on the Almanac's location first, or the active location first?

The Alamanc's location will get it first.

The active location only gets progress that would otherwise have been placed on the quest. It's a buffer and siphons away progress from the quest card. If you plan to use the Almanac, you'd have to assign progress tokens there before assigning them to the quest (you never actively choose to assign them to the active location).

While you can place on the Almanac's location before an active location, you are not required to do so. The card text says "may be placed", not must be placed.