Does the movement of investigators seem to sometimes change? For example, #1 investigator moves in OW (Phase II movement), #2 investigator now moves in Arkham (Phase II movement). OK now Arkham Encounters (Phase III) #2 investigator has Arkham encounter the OW Encounter (Phase IV) #1 investigator has encounter. So sometimes it seems like an investigator (in this case #2 has done 2 actions in a row because of following the game turn sequence). Am I correct?

Also, does the different colors of the OW cards mean anything as far as difficulty etc?

I'm not sure what you mean, but make sure you know that an investigator doesn't enter the Other World during the movement phase: during Movement, he can move to an open gate. His Arkham Encounter (in Phase 3) is to enter the Other World.

As far as getting "things" done, really an investigator will usually have an encounter in Arkham OR an Other World. The rare instances where a single investigator has both in one round is when the Arkham encounter is "A gate appears!" and then he's drawn into the OW, to have an encounter on Phase 4.

However you look at it, though, investigators need to enter the Other Worlds to close and seal gates one way or another. And that requires time and resources.

In regards to color, yes: there is a pattern.

Red: an investigator is likely to lose stamina via an encounter.
Yellow: an investigator is likely to lose sanity.
Green: on the average, fewer bad things happen, and good things happen more often.
Blue: an investigator is likely to get delayed.

These are merely tendencies, however, just like the symbols printed on locations indicate things you are likely to get. But it does help me make decisions between two otherwise equally scary gates when an investigator needs to get to sealing.

Tibs said:

Not so sure about the last one. Kevin answered this here: http://www.fantasyflightgames.com/edge_foros_discusion.asp?efid=5&efcid=1&efidt=135388&efpag=0#135579 and his answer was

Blue - Blue tends to be bad and attacks an investigator's possessions.

Has this changed through expansions?

No, you're right Julia. Blue means possessions. I just got hung up on something someone once said about Yuggoth delaying you often. My brain got confused.

Tibs said:

It happens in Yuggoth. Too many Mi-Gos, and their strange braincases ::laughing::
Thank you for the precisation, Tibs