When importing an order you must select the Order Number (i.e. Order Name) and all the required fields in the Line Items tab. You can read this article for more information about the Order Number and why it's required.

Shopify requires that you provide at least one Line Item when importing an order. If you click the Line Items tab on the Data Mappings page you can select the fields which have a * next to the name.

Fields marked with an asterisk, on all tabs except for the Order Details and Line Items tabs, are only required if you select a field on that tab.

You can read this article If you would like Shopify to generate the Order Number for you.

If you have more questions about your import, data mapping or anything else feel free to contact us.