If the value you are sorting by in the related list is a picklist, why isn't it sorting it alphabetically?
The section is on the page layout editor, choose the related list, see the sorting order of the records in the related list. If it is being sorted by a picklist value, it may not show alphabetically. Why?
For example, an admin notices that opportunities on an Account related list sorted by Stage appear in the order 'Closed Won, Prospecting, Needs Analysis' rather than alphabetically. This is because sorting follows picklist value order, not alphabetical order.
The reason for this is that it is sorting by 'Ascending', not alphabetically.
So, if the picklist values are ordered as:
b
c
a
... then they will order 'ascending' according to that order.
To resolve this, you order the values of the picklist alphabetically.
Warning: A field may have the order of the picklist values set according to a business reason or process. For example, Status - Open, In Progress, Closed. Alphabetically, these would be in the order: Closed, In Progress, Open - which does not make sense logically for a process.
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