I am a new user to Windows Phone and I was just wondering if suppose a Windows Phone 8 got an update, but I did not update it at that time, after some time it got another update, then would my phone download the earlier update first and then the second update, or would it directly download the latest update(like iOS)?
Windows Phone OS (WP8.1 or lower) does not skip updates. The updates have to be installed one by one.
However with Windows 10 mobile it is a different story now. For Windows 10 mobile some updates (not all) are cumulative meaning that the latest update will be installed directly.