Bath - Path
Road
Tiny, here's how this game works: Think of a rhyming word for the last word that was put down. In this case, it was Bath, so I put down Path as the rhyming word.
Then think of something that your rhyming word makes you think of, and put that word on the second line. Path is sort of a synonym for Road, so that became my second word.
The next person puts down Road, plus a word that rhymes with it. And then they put down a word that the rhyming word reminds them of. And so on.
This is not an alphabetical game. The alphabet has nothing to do with it.
Does that help? (If you still don't get it, I suggest that you return to the beginning of this thread and just read down the list. It may become obvious from that. It's really not that hard.)