The bit in front of that has only to generate a little less force, because there is a little less rocket in front of it, and so on. The very front of the rocket is barely compressed at all. We always have to remember that an object cannot transmit a force unless it is itself strained in some way. The accelerated rocket experiences the same stresses and strains as if it were standing on the launch pad in a gravitational field which would produce the same acceleration as the rocket. Stress is defined as force per unit area, so that comparisons can be made between different structures and different materials in a fair way.
Stress can vary continuously throughout a structural member.
The page about beams gives examples. The stress in a suspension cable varies because the load varies along the length. At the centre of the span, the cable only has to resist the horizontal force. Progressing towards the towers, the cable feels more and more force from the weight of the deck and the hangers. Consider the bust depicted here.