Podcasters don’t usually include all episodes of a podcast in their feeds - the feeds would just get unwieldy. So unless you’ve been subscribing to the show in iTunes since it started, you’ll only see the most recent episodes. Finding earlier episodes might take some detective work.

Start with the web site for the show. It should have an episode guide that goes back farther - if not to the very beginning.

If there’s no site you can also try to figure out if there’s a naming convention for the shows. My shows, for instance, have predictable names. TWiT 100 is twit0100.mp3. TWiT 99 is twit0099.mp3 so you might figure that the first twit would be twit0001.mp3, and you’d be right!