Once you've started listening to an episode it will appear in the Continue Listening carousel on the Home screen. Here you will see all of the shows you've listened to and are able to jump back in where you left off. Shows will appear with the following subtext:
A. Resume Episode: jump back in where you left off when last listening to this show
B. Play Next Episode: play the next chronological episode in this show
C. All Caught Up: there are no new episodes to listen to in this show. When a new episode is released you will see "Play Next Episode" appear beneath the show art