You might not see the dust, and maybe you think you don't care..because you're going to be washing them anyway. But the dust is there and if you don’t remove it, it will make your job 10 times harder.
Dust mixed with water turns into dirty streaks or drips on your walls. You want to avoid this. You want clean walls, so dusting first will really help.
While you’re up there, you might as well dust your ceiling. At least start where the walls meet the ceiling and work your way down with a dust mop, static duster, feather duster, a Swiffer or even a towel will do it..
When you get back down to the floor, use a damp clean rag to wipe up any dust that settled there if you have hard floors, or grab the vacuum if you have carpet. It’s important to clean up the dirt and dust before you get the floor wet. It will make cleanup much easier.
While you are dusting, look for marks on your walls. If you see crayon, add WD40 or Mr Clean Magic Eraser (they really are magic and work great) to your supplies list.
When you’re done preparing your wall, you can now clean it with a gereral cleaner.