Take a look at the gameplay during the direct at https://youtu.be/0x8VcfcxDJo?t=43s at 0:43. Is this confirmation that we can make sequenced levels? 

looks like it

Hopefully..

I'm sure it will though

YES (100%).. And itlooks perfect and easy..

(and levels also confirms bosses.. meaning we will soon be aple to make or download insane.. never in Nintendo's mind.. complete mario games)

Connected, no...Sequenced, Yes.

Does the former mean one long level and the latter mean the levels are separate but right after the other?

Please do it! Would be pretty epic!

OH! Interesting!!!!

Im still hoping if we can play up to 4 players in the stages we make. Or go online and play with others.

To me connected would mean that you could go from one level to the next...seamlessly (or at least apparently seamlessly).  Take for instance going down a pipe and emerging in another "connected" level.  This is what I want.  It would allow you to creative massive levels.

Sequenced is just like what you would find in a regular Super Mario Bros game.  After World 1-1 the screen goes to black and you end up in world 1-2. But you can't make the game send you to World 1-3 or 1-4, etc.  

I see. I guess I'll edit the thread title then! And connected levels sounds like fun. Hopefully they think about including that as well! I'm just glad that it looks like sequenced levels are a thing since most free mario maker application has this feature.