When doing SEO, you should always focus on one page at a time. Choosing your keyword phrase and optimizing the page content is how you get well ranked. But if the article spans multiple pages, what do you do about pages 2+?
Always Think Like a Customer When Doing SEO
Your primary focus, when doing SEO on an article, whether it's one page or 100, should be on the customer destined to read the page. Search engines want to provide links to pages that are relevant and useful to the customer, not just put every page in their index. So when you're thinking about SEO, you should first be thinking about what is useful to your customers.
From a customer's perspective, she doesn't want to come into an article in the middle. At best then she'll have to find the page navigation and scroll to the beginning. And at worst (and more likely) she will just leave and find another page that isn't in the middle of an article. So, when you're optimizing a multi-page article, you should focus on the first page.
Your Major SEO Efforts Should be For Page 1
Page 1 is where the article starts and where most customers are going to want to start, so you should optimize that page for the keyword phrase you've chosen. Most search engines filter out subsequent pages in a multi-page article, so spending a lot of time on SEO for those pages is wasted.
The Exception is for Articles with Several Themes
If you're writing a multi-page article and each page has a separate theme, then you can optimize each page for a separate keyword phrase. You should make sure that each of these pages can stand alone so that any customer arriving at page 3 or page 5 isn't annoyed that he has to find page 1 just to understand the article.
I prefer to write separate articles and then link them together rather than thinking of them as all one article. This makes it easier for me to remember the keyword phrase I'm targeting for that page.
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