A sequence is simply a list of numbers which may be connected by a rule or pattern.
The sequence 2, 4, 6, 8 ... is the sequence of even numbers and to continue the sequence the rule (or pattern) is add two.
To continue a sequence we need to look at the differences between the numbers and if we can't immediately see a pattern there we look at the second differences (the differences between the differences!) and so on. Below is an example, click play and next to see this in action: