I don't even know where to begin,since I have many issues.. I've just really started to use iTunes. It appears that It's not easy to have podcasts play sequentially? Please help

I can not figure out how to play podcasts sequentially.... The program also constantly crashes. I redownloaded from apple.com, and while it appears to have improved, it's still crashing... I also can not figure out the tunes interface... If I subscribe to a podcast, it seems that 1 episode is downloaded,and the rest are solely in the cloud? I subscribed to 1 podcast which hasn't had a new podcast in 2 years... it downloaded 1 episode , and has all the podcasts listed as played? I'm writing a question mark because I also subscribed to 1 podcast that's a part of iTunes u, and default seems to be that the the episodes are listed as unplayed

To summarize...can i get podcasts to play sequentially... when i subscribe, am i actually downloading content to my device.... and what exactly is available on my other apple devices when i subscribe... is content automatically downloaded to other devices ,or can i simply access the content through the cloud on other devices??? i ask the last question because it says that unplayed episodes are downloaded to my ios,then deleted after played????

i'm writing this from the perspective of a complete novice... both of iTunes and the cloud. All of my questions may have an easy answer, but iTunes and the cloud do not seem intuitive to me... at all