The Dragon Age Veilguard Treviso or Dock Town choice is down to your own personal preference and isn't a decision that will lead to a major divergence. While the game has a few choices that are very important, affecting your relationships with certain companions and factions, this is just Dragon Age The Veilguard letting you tackle things in the order you want. Although, the different quests do have some differences, so here's what you need to know about the order in which you should visit Dock Town and Treviso.
Be aware of some light Dragon Age Veilguard spoilers below.
Dragon Age Veilguard Treviso or Dock Town quest explained
Once you’ve reached the area of the Crossroads full of eluvian portals, you’ll need to choose between pursuing the "Sea of Blood" quest in Treviso or the "Smuggled Relic Case" in Dock Town in Dragon Age Veilguard. To be clear, your decision on which area to visit first as part of the Into the Crossroads quest doesn’t actually matter since you will visit both and there are no broader consequences based on your choice.
With that said, I think going to Treviso first is the better choice. Doing so means you unlock Lucanis as a companion as soon as possible, and visiting Dock Town second nicely ties in with the main quest and unlocking another of the Dragon Age Veilguard companions.
However, I also strongly recommend that you complete all side quests and activities in Treviso and Dock Town before fully committing to the "A Wardens Best Friend" quest. Once you complete this quest and unlock the next companion, you’ll be forced into the Dragon Age Veilguard Minrathous or Treviso choice without warning, and your choice here can cause side quests to get cancelled or automatically failed, preventing them from ever being completed.
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