WordPress is a pretty well documented CMS which means at you can probably google the function name and find the answer based on parameters. If we look at the documentation of wp_list_categories() we see it has both an order and orderby which we can pass in. So, to order the categories in an alpha-numeric list we can say:
wp_list_categories( array(
'style' => 'none',
'orderby' => 'name',
'order' => 'ASC',
) );
You can also use DESC to change reverse order.