The sort order of playback can be changed in the podcast page. Navigate to the podcast you are listening to and tap the Filter button that sits above the list of episodes (or the sort button on versions of the app below 4.0). 

Podcasts generally fall into one of three categories: 

Episodic Podcasts

These podcast have standalone episodes. You can jump in and out of these podcasts however you like as they have no sequential order. 

Serial Podcasts 

These podcasts have sequential episodes. We recommend listening to these podcasts from start to finish (oldest episodes first to newest episodes last). 

Timely Podcasts 

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.