I am doing a one-man show with several segments, what is best method to smoothly transition from one segment to another?

I have found it somewhat difficult to get the volume levels between segments exactly the same, so it makes it sound like the audio has slightly changed when I "transition" (there is no real transition) from one segment to the next. Unfortunately the nature of my podcast is that I have to gather my thoughts for each segment before recording that segment.
How do you guys make it sound like a smooth transition and unlike it's a completely separate audio segment? I am thinking of using some small / brief audio in between some (not all) of the segments but I don't know how many minutes I should let pass before I add in an audio transition... and I don't know how long those audio transitions should be.
For reference my podcast has a bit of a pirate theme so I'm thinking of using an ocean + birds kind of sound clip for the transitions. In general is there an easy way to ensure that changes in volume level from one segment to the next are unnoticeable?
Here is the draft of the first half of the first podcast... I would love to get some feedback (a second pair of ears):
https://drive.google.com/open?id=0B8Ouv1ywauobMFZDWkg5QzlOUVE