Kids begin by trying tobacco or alcohol, and if the situation is ripe, experiment with marijuana. While it's certainly not inevitable that a teen who smokes or even drinks will progress to using marijuana or other drugs, once experimentation with substances has started, there's a greater chance that further abuse will happen. Think about the kinds of things teens must do to smoke at that age. They have to get someone older to buy the cigarettes, hide them at home, and then smoke secretly. This is the same pattern of secretiveness and lying that's necessary for other kinds of substance abuse.
Different kids use substances and progress from one substance to another for different reasons.
Some try out cigarettes or alcohol because their friends are using. While teens are reluctant to admit that they're experimenting because of peer pressure, their need to be part of the crowd or to achieve status among their peer group creates an insidious pressure that can result in these behaviors. When under the influence of a substance like alcohol, judgement is impaired and a teen is more likely to respond positively to an offer of another substance or do something else foolish like driving or having unprotected sex. In fact, date rape often happens after one or both participants are drunk. Adolescents who are stressed or who may be depressed may also escalate in their abuse of drugs in an effort to make themselves feel better - hardly a coping strategy that is productive at any time of life.