Wired new outdoor sconce, won't turn on
It sounds like you've wired the second sconce directly up to the first sconce and capped off the power source.  They should all be wired in parallel: blacks and whites capped together by color grounds tied off together as well.  Check out this great link on wall-mounted-lighting.  The picture is the most relevant.  Note that the wires of the same color are all connected.

In the future, go straight for the multi-meter when the wiring doesn't make sense, test it carefully with the switch ON and the breaker closed.  Mark the wires, draw a diagram, and fix it on paper (verifying that you haven't created a short), then implement it in the fixture.  As always, be careful and good luck.