I think it was St Lucia
According to Olympic tradition, the athletes from Greece are the first to enter the stadium and the athletes from the host country are the last to enter the stadium.
There is no order at the closing ceremony. The flag bearers and country name board bearers enter first in single file. Then the athletes enter, en masse, without distinction of country.
Greece is always the first to enter. The country that is hosting the Olympics is the last to enter
The 1928 Summer Games were the first in which the opening ceremony saw Greece enter the stadium first and the host country, The Netherlands, enter last. This became tradition that is continued today.
The fist country to enter the arena will always be Greece because this is where the Olympics originated, the last one is the hosting country.
Olympic protocol states the first athletes that enter the stadium during the opening ceremony are those from Greece in recognition of Greece being the home of the Olympics (where the Ancient Olympics first began).
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The athletes from Greece in honor of where the Olympics began.
America
They have to represent the country.
Countries will enter the Olympic Stadium following the alphabetical order in Mandarin (language of the host country), which is quite different from the one we use in most languages. One would expect Australia to be among the first countries to enter the Stadium but that is not going to happen since in Chinese, Australia is among the last letters of the alphabet, just close to Zambia, for example.
In terms of the Parade of Nations, the ceremony during which all Olympic teams enter bearing the flag of their country, Greece is always the first to enter. Having founded the Olympic Games centuries ago, and pioneering the modern international Olympic Games, Greece is given the honour of first entry for all Summer and Winter Olympic Games Parade of Nations ceremonies, including the most recent 2010 Vancouver Winter Olympics. After this, teams file on in alphabetical order of the host country's language, and the host country itself enters last, but Greece is always the first to enter.