These are chain links created by the fact that cards activate at the same time. A classic example is Tribute summoning Caius by tributing Sangan. Sangan and Caius will create a new chain, with one chaining on the other.
at times of these SEGOC's, if you have 2 or more chainlinks that are directly after eachother, you get to choose which ones go first. E.G.:
player A has witch of the black forest and sangan, player b summons Blue-eyes white dragon. Player A uses Torrential Tribute, destroying all monsters. Sangan and Witch of the Black Forest both activate at the same time. and, since both cards activate for you, you get to choose which one comes first.
now, there also is a difference for effects that are mandatory and those that are optional. Simply put, mandatory effects always go first in line. E.G.:
you synchro summon Black rose Dragon using dandylion as one of the materials. Dandylion's mandatory effect goes first, as Chain Link 1, and Black Rose dragon chains on it, becoming chain link 2. Chain resolves backwards, destroying all cards on the field first, then summoning 2 Fluff Tokens.
Here's how to create the chain link in case SEGOC comes up. Number 1 is what comes first in the chain link, and you can follow the system from there:
1.: Turn Player's Mandatory effects
2.: Non-turn Player's Mandatory effects
3.: Turn Player's Optional effects
4.: Non-Turn Player's Optional effects