Is it correct to say: "A, B, then C" instead of "A, B, and then C"?
Solution 1:
This reference puts it best:
This is a comma splice, a faulty sentence construction in which a comma tries to hold together two independent clauses all by itself: the comma needs a coordinating conjunction to help out, and the word then simply doesn't work that way.
A practical piece of advice for remembering coordinating conjunctions from the same site:
It may help you remember coordinating conjunctions by recalling that they all have fewer than four letters. Also, remember the acronym FANBOYS: For-And-Nor-But-Or-Yet-So. Be careful of the words then and now; neither is a coordinating conjunction, so what we say about coordinating conjunctions' roles in a sentence and punctuation does not apply to those two words.
So, to answer the question -- no, the sentence needs to read:
Go to google.com, enter miserable failure, and then click I'm Feeling Lucky.
Solution 2:
I'd originally posted this as a comment. But because I disagree with both answers here, I'll post it as an answer so anyone who agrees with me can upvote it.
You can separate any or all of the steps using either or both of and and then. It's really just a matter of style with very little significance - except that if you use neither conjunction, even before the last step, it can sound a bit brusque.
I'll also add that personally I think it's stylistically odd to reduce the conjunctive forms as you list the steps. For example, I don't much like...
*Do step1, and then step2, then step3.
...it's more common to increase them...
Do step1, step2, then step3 (or ...step2, and step3).
Do step1, then step2, and then step3.