Is it better to have PE first or last class?

It depends really. For me I would say first just to get it over with and normally in the morning, you're still drowsy so starting with PE may wake you up.

Last class. when you have it first yu just changed at home for gym then have to change as soon as you get to school into gym clothes, but if you have it at the end of the day you can easily go home in whatever you wore for gym with having to change twice