In Act II Scene i of Othello, the action moves from Venice to Cyprus. During the course of the journey there had been a storm which has separated the Venetian ships and destroyed the Turkish fleet.
Cassio's ship arrives first. This allows us to see his concern for the welfare of Othello, as reported by a minor character:
"yet he looks sadly,
And prays the Moor be safe."
This is important as we see an unbiased view of Cassio's concerns. There is no mention of Cassio being concerned for Desdemona's welfare, which suggests that he does not have feelings for her.
The second ship to arrive is the one containing Iago and Desdemona. This demonstrates Othello's trust in Iago, although he has promoted Cassio he trusts his wife with Iago. We see Desdemona's anxiety for Othello - giving us an impression of her love for him:
"but I fear -"
Finally, Othello's ship arrives.
Having the ships arrive in this order allows the audience to see Desdemona in conversation with Cassio and Iago - without Othello - she is a confident and sophisticated woman, not the shy girl her father suggests in Act I. This reinforces Desdemona's passionate speech in Act I Scene iii, it also highlights the difference between Venetian society and Othello's experience.