When you test your funnel, test it in either Chrome Incognito mode or Firefox Private Browsing mode. This will allow you to experience your funnel as a new visitor without any cookies in your browser.
To open Chrome Incognito, while inside Chrome just press either Ctrl + Shift + N (Windows) or Cmd + Shift + N (Mac)
To open Firefox Private Browsing, while inside Firefox, press Ctrl + Shift + P (Windows) or Cmd + Shift + P (Mac)
Also make sure to completely close the Incognito or Private window in between tests to let it clear out and start fresh each time.