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The five moons closest to Neptune are sorted by increasing size. Naiad < Thalassa < Despina < Galatea < Larissa. The trend continues with Proteus and Triton, only interrupted by Hippocamp, which is smaller than the closer moons.
Is this ordering due to pure chance? Is there a reason why moons closer to Neptune should be smaller? Is it possibly an observational bias?
Likely there's two different explanations, which can even work in conjunction:
a) An explanation along the same as goes for the size sorting of the planets in the solar system. For those regular moons which formed along with Neptune or in orbit of the protoplanet we see that the further outward the moon forms in the accretion disk around proto-Neptune, the more material is present due to the greater circumference of the orbit. Thus it can grow larger in size.
b) Neptune exerts tides onto the moons. Typically no moons can exist within the Roche limit. How close a moon can exist depends on the rigidity of the body, though. Big moons (mass $M_m$) cannot exist as far inward (distance $d$ to Neptune) as a small moon (Neptune's radius $R_N$ and mass $M_N$): $$ M_m = \left(\frac{R_N}{d}\right)^3\cdot2M_N$$ or easier expressed as ratio of the moon's radius $r_{moon}$ and the moon's distance to Neptune $d$ as well as its density $ \varrho_{moon}$: $$ \left(\frac{r_{moon}}{d}\right)^3\cdot\varrho_{moon} = constant $$ Thus the further out, the larger the moon can be without falling apart due to tidal forces. Wikipedia has a page on Neptune's moons and references which indicates that the inner moons are somewhere at the tidal limit for bodies which are of somewhat granular nature as is expected for at least the smaller moons or maybe even all with the exception of Triton.
