What happens if you put setting spray on before makeup?

I'm curious, can you explain to me what the potential consequences might be if one decides to apply setting spray prior to applying makeup? Is it a common practice or does it potentially cause any issues with the makeup application or the overall look? I'm interested in understanding the effects it might have on the skin and the longevity of the makeup itself. Is there a particular order that's recommended for applying setting spray and makeup, and why?