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Depends on the podcast.

If it's a "review" podcast for a single work (e.g. Parks and Recollection or Harry Potter and the Sacred Texts), I'll start from the beginning and listen in order. Same with "two dudes talking" podcasts (e.g. Hello Internet or Dear Hank and John).

If it's a "review" podcast for multiple different works (e.g. The Soundtrack Show), I'll listen in order but sometimes skip episodes for films and shows I haven't seen yet but intend to.

If it's a "news" podcast (e.g. Main Engine Cut Off), I'll listen to new episodes as they come out, and only rarely dip into the back catalogue.

I've been going through the Behind the Bastards back catalogue for my niblings' entire lives

It depends the podcast and how much I enjoy it.

• If it's a podcast with a single theme that will be treated across all episodes, say something about Ancient Egypt or Greece for example, I will start at the first episode and slowly move my way up.
• If it's just people chatting, or something that doesn't require some kind of progression, I will listen to whatever episode is available.
• But if after an episode or two I think it's a podcast I think I will particularly appreciate, I will start over from the first episode.