As always in life, it depends on what you are trying to do. Some people craft sequences, others do not care at all what the result may be and just dump to Mapillary whatever their device has captured. Mapillary is designed to accommodate all of it. Once you figured out what you are trying to do you can/will adjust your workflow to suit your needs. Some questions you might ask yourself may be: What does the imagery I capture and share on Mapillary do for me? Do I map? If I do map, what particular features would I like to identify in my captured imagery? Or, are you more interested in artistic photography? Do you want to capture a specific place for 3D reconstruction? etc etc Answering these questions will help you to organize your sequences (or not organize at all). Another interesting question you might ask yourself is: Do I want to archive my original imagery? Because keep in mind that Mapillary does not store raw originals but processed (blurred) imagery.
The basic rule of thumb is that Mapillary recommends no more than 1,000 images in a sequence, although it is possible to create sequences with more than 1,000 images (there are different ways to do it). I am not entirely sure but I think that since the latest updates the web uploader tries to enforce an upload limit of 1,000 images per sequence, though there is a way to get around it. For example, there is no such hard limit with mapillary_tools, although by default it tries to split your images into batches of no more than 1,000 images. The same applies to the Desktop Uploader because it heavily depends on mapillary_tools. Generally speaking, if you just dump, say about 10,000 images in one shot without pre-processing, your images will be moronically split by the backend. Sometimes this does not matter, like on long highways. Sometimes you would want to cover a street or a place with a set of specifically crafted sequences (for example, because navigation in space then will turnout much better or much more usable than from unorganized or unpre-processed imagery). So, it all depends on what you are trying to do. Mapillary is just a tool, like any other. And, as with every tool you have to first figure out what you a trying to achieve, then find the right tool for the job, and finally master using that tool for your purpose.
By the way, you can find a lot of useful information and some answers to your questions on the Mapillary Help Pages (so, that you do not need to spam the forum with some frequently asked questions).