There is no inherent reason for doing it a step at a time; you can go directly to 1.11 (which, btw, hasn't been released yet, it's in alpha I think, so it may or may not be ok for you).
Doing it in steps might be better if you intend to read the release notes. So you read the release notes for 1.5, you go to 1.5, then you read the release notes for 1.6, you go to 1.6, etc. But I don't think it's worth it (and it's huge work to read the release notes for all these versions, and it will take ages to sink in anyway).
However, you should at least read about the major changes in all
the release notes.
What I'd do would be to install Django 1.11 and test. You'll get an error message. Read the relevant part of the release notes. Fix it. Next error message. And so on. It's easier if you have good unit testing. If you don't, it's a great opportunity to start.
Regards,
Antonis
Antonis Christofides http://djangodeployment.com
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