So, can mean "so that" (or "in order to") or "therefore": "I went to the airport, so (so that) I could pick up my friend." This could also be: "I went to the airport in order to pick up my friend." The "therefore" meaning of "so" is like this: I was hungry, so I ate dinner = I was hungry; therefore, I ate dinner. "Then" simply means "after that": I went to dinner. Then, I went to the movies. (I went to dinner. After that, I went to the movies). I should point out a common mistake among those studying English. That is to say: "I went to dinner. After, I went to the movies." This is incorrect and when spoken indicates that you first went to the movies ("I went to dinner after I went to the movies."). It should be: "After that, I went to the movies."

"So" is more on cause-effect/ reasoning while "Then" is more on sequence and order