You can enable/disable Autoplay to start playing the next episode automatically after watching the current one.
Apple TV 4th generation or later
1. Select a title to start playback.
2. Push down the trackpad on the remote controller during the playback.
3. Select the "Gear icon (Setting)."
4. Select "ON/OFF" to enable/disable automatically playback in Continuous Playback.
5. Go back to playback screen to continue watching.
Apple TV 2nd/3rd generation
1. Select [Settings] from the Home menu.
2. Select [Autoplay].
3. Select [ON]/[OFF] to enable/disable automatically playback.