Tap the chips at the top of the Timeline: Unplayed, All or Downloaded.
- Unplayed (the default) shows only episodes you haven't finished.
- All includes ones you've played.
- Downloaded shows only episodes saved on this device.
The Timeline goes back to Unplayed each time you open it. It always lists the newest episodes first, and you can't change that. To go through a show from the beginning, see How do I listen to a show from the beginning?