The sort order of playback can be changed in the podcast page. Navigate to the podcast you are listening to and tap the triangular sort button change the sort and playback order.
Podcasts generally fall into one of three categories:
These podcast have standalone episodes. You can jump in and out of these podcasts however you like as they have no sequential order.
These podcasts have sequential episodes. We recommend listening to these podcasts from start to finish (oldest epsiodes first to newest episodes last).
These podcasts have date specific episodes and could be news podcasts, sports or about current events such as TV shows or streaming. Generally, the newest episodes of these podcasts will be the most relevant for you.