It's generally a good idea to download the first and last pieces first when doing sequential downloading to ensure that the file doesn't appear too corrupted.

Also, always using sequential downloading isn't very good for the swarm; it means that disproportionately fewer seeders are available for the later chunks of a torrent.

I'd recommend downloading the first episode or two sequentially, but downloading the rest of the torrent normally (or perhaps just first/last parts first).