Hi,
Sorry, I forgot that you're using triggers to send messages to the conversation.
Before the trigger sends the message, the conversation must be playing and on the node that's waiting for the message. Otherwise the trigger will send the message but nothing will be listening for it.
Can you prevent the player from moving into the trigger until the conversation is on that node?
Alternatively, the trigger could send the message
and set a variable. This way, if the player enters the trigger before getting to the node, the conversation could also check if the variable has already been set. For example, set up your conversation like this:

- triggerConv1.png (30.57 KiB) Viewed 1582 times
Make sure the "You already did it" node is first in the "This is tutorial step 1" node's "Links To:" list. The Dialogue System will check this node's conditions first. If the variable "AlreadyEnteredTrigger" is true, it will use that node and go to step 2. If the variable is
not true, it will use the "Enter the trigger" node, which will wait for the sequencer message.
Then set up your Dialogue System Trigger like this:

- triggerConv2.png (36.42 KiB) Viewed 1582 times
When the player enters the trigger collider, it will set the variable "AlreadyEnteredTrigger" to true, and it will send the sequencer message. If the conversation is on the "Enter the trigger" node, it will receive the sequencer message and proceed to step 2. If the conversation is not currently on the "Enter the trigger" node, the variable will be set so the conversation can check it later.