Besides the first skill of a consecutive chain, consecutive skills can only be used after preskill is used.
If we take a look at this picture only the first skill in this row can be used freely, if one want to use the second skill he has to use the first skill before the second. Same rule applies for the third (forth) skill.
Once the preskill of a consecutive chain is used the skill on your hotbar will replaced, for a short amount of time, with the next skill of your consecutive chain.
The change of that skill is also announced by a flashing skill icon near the mid of the screen.
If you want to use the first skill of your consecutive chain again you have either wait a a short moment, using another skill, that is not part of the consecutive chain or use the last skill of that consecutive chain.
Using a consecutive chain does not increase the damage like chaining hits into a combo does but it is the only way to use the skills that are part of that consecutive chain.