I have a phantom 3 advanced I purchased in December
I received notice for new firmware
I downloaded new firmware and followed a tutorial
It did not take
Question, do I have to have the previous firmware update before the latest one will take?
How do I tell what the firmware is in my copter now?

Power everything up and go to the About in the General Settings page to see what your firmware on the Aircraft and RC are.
If you are on at least 1.3 then you do not have to go in sequence, you can skip to 1.6.
And what did you mean by "it did not take"
Watch this video for some guidance