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A Journey is a collection of Steps made by a user as they navigate through a website.
A Step is a "touch-point" within a website flow - it can be the loading of a page, a form submit, button click etc.
Journey organisation is arbitrary, one big Journey can contain all Steps for an entire website or even multiple websites. This would however make management of the Journey very difficult. It is highly recommended that Journeys are organised into small self contained units or flows. For example, an Authorisation Journey that encapsulates the login page, password/login recovery, failed login, two factor step-up and all parts of the Authorisation process.
For online payments, a Payment Journey could encapsulate all of the Payment Steps, transaction history, funds transfer, insufficient funds, successful payment, two factor step-up etc.
Multiple Journeys can have the same Step Trigger (Page URL) and in parallel to the Authentication Journey and Payment Journey, a BOT Journey could monitor and protect all webpages from BOT traffic.
In summary, how Journeys are organised completely depends on the use-case and required level of protection/monitoring.