There nothing wrong with loading the chamber first. It may even be the safest way as otherwise you would have the possiblity of more shells being involved in any unintended firing accident. Just be very aware of muzzle control when you chamber that round. Automatics, which are worn or with a finger that just might have some contact with the trigger, have been known to "slam fire" as the round is chambered. I am aware of one person at our skeet range having shot very near to his feet resulting in some bounce back pellets striking another shooter. Fortunately no serious injury. I am not convinced it was the gun's fault, shooter may have had a finger in the trigger guard - but he loudly protests otherwise. (Didn't take the gun in for repair though.)
