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Mark Spahn writes:

"THEN" IS A CONJUNCTION, NOT JUST AN ADVERB

(1) Turn on the machine, then press the PRINT button.
(2) Turn on the machine, next press the PRINT button.
(3) Turn on the machine; next(,) press the PRINT button.
Sentence (2), I maintain, is ungrammatical. Why? Because next is an adverb, not a conjunction. In order to make (2) grammatical, it must be punctuated as two independent clauses, as in (3).

By the same reasoning, sentence (1) is ungrammatical if then is only an adverb. But I find (1) to be utterly proper grammar (and very common wording).

The answer is that then has two meanings:

(a) an adverb meaning "at that time" or "next", and
(b) a conjunction meaning "and then" (in which the then is the adverb meaning (a)).
Dictionaries seem not to recognize then as a conjunction, thereby (incorrectly, in my opinion) declaring (1) to be ungrammatical.

Most of the general and learners' dictionaries I checked ignore this conjuctional use of then altogether. The usage is noted in a few dictionaries, though I found none that labeled it unambiguously as a conjunction in Modern English.

The OED lists conjunction as one of the parts of speech of then and has this citation from 1895:

Law Times Rep. LXXIII. 21/2 The annuity was regulary paid up to 1878, then Mr. Harle got into difficulties.

The above citation, however, is not linked to the "conj." label.

Random House Webster's College gives the following sense definition and example under adv.:

3. next in order of time or place: We ate, then we started home.

Identifying this then as an adverb seems incorrect.

Webster's Third has a conjunction entry for then, but it seems to be referring to an older usage:

Main Entry: ²then
Function: conjunction ...
obsolete : at the time that : WHEN

Collins English may be referring to the modern construction with the following:

sentence connector 4 after that; with that: then John left the room and didn't return.

(July 18, 2003)