Young children need to begin to label the different shapes of letters beginning in preschool. Although they ultimately need to learn both upper- and lower-case letter shapes, starting with upper-case letters makes sense as they are easier to visually distinguish. Rather than starting with the first letter of the alphabet and progressing through sequentially, start teaching your child to identify the letters in their name. Once those letters are learned, teach letters that are visually similar (like W, V, M and N) together to minimize confusion.
Alphabet books can be useful for practicing, but since all the letters are presented at once, they are only useful if you don’t try to read it straight through. If the letters in the book are big enough, have your preschooler trace the shapes of the letters as you go.