In this puzzle (white to move), the solution first moves the bishop (to pin the knight) and only then the queen. Why is it better to move the bishop first?
[FEN "r2qk2r/pbp1bpp1/1pnp3p/8/3NP3/2P3P1/PP1N1PP1/R2QKB1R w KQkq - 1 12"]
Because of a counter-pin
I believe that 1.Qa4? can be met by the surprising 1...a6!, and then 2.Nxc6 (otherwise White cannot win any material) 2...Qd7! reverses the pin on the a4-e8 diagonal while the Bf1 is denied the b5 square.
The Nc6 cannot move away because that would lose the queen, it cannot be protected either, so Black will gain his material back on the next move.
After 1.Bb5!, however, there is no such trick: 1...a6 2.Bxc6! or 1...Qd7 2.Qa4! both win easily for White.
I agree with David's answer as to the dangers of playing the queen first, but I would like to add why the Bishop moving first is important.
Basically, the bishop move is important because it gives black very few options to defend against it. White is essentially forcing black to lose material (which would not be the case with playing Qa4 first).
After Bb5, white now has 2 pieces attacking the pinned knight on c6 and black only has one piece defending it (the bishop). As it stands white can force trading a white bishop for both the black knight and the bishop on b7 (thus winning the knight).
The only option black has to reinforce it's defence would be to play Qd7. If, and only if that happens, then white plays Qa4. This adds a 3rd attack on c6, and black has no choice but to accept losing the knight and trading the bishops (again, white wins the knight).
If black plays any move other than Qd7, then white should immediately play Bxc4 to take the knight (and not even move the white queen at all)
In summary, playing the bishop first forces black to lose material, whereas playing the queen first would allow black a chance to prevent it from happening.