But, both are shown for download and the file sizes are slightly different, should I install both and if so, which order?
If not, which one to install then?
Just install one. They should be identical, I don't know what causes the size difference.
Anyway it is a valid question. I must ask Mattias about it.
I dont know what Linux you are using, but I have found it easiest to let Synaptic install Lazarus. In Debian Stretch it's just a matter of selecting Lazarus 1.6.2 and click install. The right version of FPC and sources are installed automatically at the same time.
Unfortunately many distributions have very old versions of FPC and Lazarus. Then the new packages provided here are important.
Another valid option is to get the fixes branch of latest Lazarus release through SVN. You then get its latest bug fixes. FPC 3 should be installed by other means then.
Lazarus is easy to build. Remember, it must be built in any case when installing packages. No big deal.