I assume that you're referring to the left rail in Analysis Workspace, where you can see dimensions, metrics, segments, date ranges, etc.
Short answer: You can't sort the list. That column is sorted by the most recent use, i.e. the last time you had dragged and dropped it into a dashboard, or the last time you had edited it, etc.
However, you can search for it quite easily, using the search field at the top of the column.