That whole sequential/adaptive dance is something left over from the original CM. Most folks find it easier to just pick a course that arouses their interest and try it. If it's about the right level for you, fine, if not try something else. So next time you do CM instead of hitting that big orange "start training" button, click on "view courses" to the right and pick something interesting. Next time you start your training you can just start over from where you left off by clicking on the last lesson. Have fun!
I started sequential training in Chess mentor, and it's giving me random non interconnected lessons. How do I get the lessons to play sequintaially? Do they build on each other or are they not connected at all?