Halfway through reading a thread, I wanted to make a comment, and discovered I wasn't signed in. Once I did sign in, the sequence of posts in the thread had completely changed. In the past, I've also noticed that if I'm not signed in, not all the posts to a thread even appear, sometimes.
What would explain this?
The default display of posts for logged-out users is newest (or most recent) first. This order might not match what you've set as your preference, which would explain the change once you log in. There are two settings that control the display of posts for you. One is the Clock button just above the first reply to the original post of any thread. Clicking that button reverses the order of posts on the page, switching between newest first and oldest first.
The other setting is under your profile. Hover over your username at the top right of the page and then select Settings. Click on the Chowhound button. There you'll see what your Default View is set to, either Show Responses to Original Post Only, or Show All Responses. If you want to change the default view, click the button next to your preference, then click Submit.
Hope that helps!