Question for J.S. Bach aficionados

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Concerning the Canons in the Goldberg Variations, what do the phrases "on the second", "on the third", etc mean?
I realize they refer to the second and third intervals, but how do the second and third (and so on) intervals relate to the canons bearing those descriptions? My listening doesn't help answer this question; all the canons are in the same key, and no phrases within the canons begin a second or third (etc) interval above a former phrase.

The internet is remarkably empty of deeply technical information regarding the Goldberg Variations (at least as far as my Google searching could take me), and all I found was an explanatory phrase on Wikipedia that was so terse that I couldn't make heads or tails of it. I'm brand new to the Variations, so not yet intimately familiar with their structures.

It refers to the distance between voices. "On the second" refers to the voices being a second apart. "On the third" refers to the voices being a third apart, etc...

So with a canon on the third - if the first voice starts C D F, the second voice will play E F A.