The real question is what to plug in first? The power adapter into the wall or into your tablet? It has been recommended by HP that the Charger/Power Adapter be plugged into the wall first before plugging it into the tablet. This prevents a surge going directly to the Power Adapter which can cause the adapter to fail.
Well then, which do I unplug first? Just the opposite. Unplug your adapter from yout tablet first, then unplug the other end from the wall.