Go from 3.1 to 3.3, then 3.3 to 3.6.
Make sure you backup at each stage (just in case).
I am planning an upgrade from 3.1 to 3.6 as well. I'm curious if you have a particular reason why upgrade to 3.3 first, instead of 3.4?
Login to your moodle and go to Admin Menu -> Server -> Environment.
Set pick list to the versions of moodle higher than what you are running now an observe the red and yellow checks. There's your roadmap for a 'march'.
3.1 -> 3.2 PHP 5.6.5 Min.
3.3 -> 3.4 PHP 7.0.x Min.
3.5 -> 3.6 PHP 7.0.x Min. + MySQL 5.6 Min
3.6 -> 3.8upwards ... ditto
When you see a required it means you must make that PHP/MySQL upgrade prior to attempting the Moodle upgrade.
thanks this is really helpful.