ALWAYS start with your blue. You don't have much mana so you need that buff. Clear as much camps as possible to buy your jungle item. After that you can gank. But also keep your mana in mind. Blue buff doesn't help for the rest of your life...
Well, it is all about your own technique how to go on. I cannot decide for you how you have to jungle. After a couple of days of playing Sejuani, you evolve your own preferably.

You are the tank (maybe the 2nd/3rd tank) so your team needs you for team fights. Always have your ult ready! Use it when the enemies are close to each other to stun one of them and slow the others. But how to begin a fight? It is not so hard.
1. Throw in your R (always on the enemy who deals the most damage).
2. Dash in with your Q - try to knock up as many enemies as possible.
3. While dashing, activate your W - pretty important to get 2 stacks on some enemies.
4. 4 stacks on anyone? - time for E + autoattack!
This is how you win a team fight. But... what if your team dies? Well, good for you when you already bought Stoneplate. Activate it to get more time to run away and if this isn't enogh, you have your Q up again. Oh and... Flash is also an option.