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If you have a sequential project defined with a number of actions, then the idea is that you perform the actions in order. If you are in context mode (which is where you should be when figuring out what to do next) and have the action state filter set to "next actions" or "available" then you will not see those actions that come after the first action that is not yet complete.

In this view, you can't complete an action that comes after the "current" one, for the simple reason that you can't see it.

If the filter is set to "remaining", then you see all actions remaining, and you can complete one (checking the box) even though it comes after an uncompleted one in a sequential project. Think of this as a way of circumventing the order, in case for some reason you were able to get that task done earlier than you thought possible.

The bottom line is that you have to have the right perspective set up so that OF prompts you of what to do at the right time.