This is very similar to the Chain Reaction Game, but with sentences. Use the last word in the sentence above you as the first word in your sentence.
For example, Person 1: I like to go to the movies. Person 2: Movies are fun to watch. Person 3: Watch me do a trick. Person 4: Tricky people are following me right now. ...
You can change the ends of words in the chain so it makes more sense. I'll start: