I feel like this is an extremely stupid question, but I am not from electronics! In diagrams, they use conventional current. If I were to make this circuit in real life connecting battery + with diode + with lightbulb +, does this mean electrons flow through the lightbulb first then the diode?
Electrons don't flow 'first' through one thing and then the other in a series circuit.
Imagine a bicycle chain, passing round the pedal gear (the battery) and the rear wheel gear (the bulb), with the long straight free sections the wires. Now turn the pedals. The whole chain moves.
This is a limited model, in the sense that some models are useful, but let each link of the chain represent a certain amount of charge. The same charge flows round the circuit at all times. It's given energy by the battery, and gives up energy to the bulb.
The charge per link could be negative (a certain number of electrons) or positive (a deficit in the number of electrons). In our 'conventional current' circuit theory world model, we choose to represent the motion of positive charge, and define our current to move in the direction of the chain. This is just as good a convention as the other one, and works for everybody as long as they are all consistent.
When we get down and dirty with trying to build semiconductors, we find that both positive and negative charges move. So it doesn't matter which convention we pick, neither one is 'more useful', we still need to account for both charges moving in both directions.