Menus are sorted by their weight and secondarily by alphabetical order. If you want all of your menu items to sort alphabetically just set their weight to the same number (zero is easy to remember!).
If you do not wish to have your menu items sorted alphabetically you can edit their weight value - lighter items "float up" and heavier items "sink down".
For example, if you have a menu item named "Apples" with a weight of 3 and another menu item named "Oranges" with a weight of 2, "Oranges" will appear first or near the top because it's weight is lighter.
The best method is to plan your menu items in advance and then systematically assign weights - that way you will get exactly what you are expecting.
