Is it true you should never put a comma after "then"? Please explain



I would like to know what the rule is, if there is one, behind the use of commas after all sequence words except then. I have seen "then" written both with a comma and without one, but I remember reading somewhere that you never put a comma after the word "then". is this true?


Examples:


-First, we went to the movies. Then we ate dinner. Finally, we went home.


-Outline your paragraph. Then write your thesis statement.




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