Step One: Create a new trial
What may not be immediately obvious to anyone new to AAO is that creating a new trial sequence requires there to already be an existing trial to put in it. In other words, you CANNOT create a trial sequence from scratch! You need ingredients!
So, let's say I'm making "Turnabout Example" and I want it to be multi-part. Well, the first step is to create the first part of the sequence.
Step Two: Create the sequence
Not the most surprising thing, is it? Now, create your trial sequence. Give it a title in the box that says "Title."
BUT, in the box that says "Sequence items" type in the name of the trial part you have created. The editor will begin to guess which of your independent trials you are adding to the sequence. This is the mistake that is often made at the start: attempting to create a sequence and insert a trial that does not yet exist. It causes blank browser windows and significant confusion, but now it won't happen to you!
To finish, click the button that says "Create a new sequence" and you'll finally be ready to start work on your own trial sequence in AAO!
I hope this admittedly very simple and little tutorial saved you a little confusion. Thank you for reading! If there's anything I need to clarify, say so, and I'll reply and edit the OP accordingly.