You can work on more than one mission at a time in Borderlands 2

Missions can be marked as "Active" and your HUD will display the waypoints for your active missions. You can change your active mission in the mission log section of your ECHO device.

After accessing your ECHO device, highlight the mission you want to activate and press button to mark it active.

Cannot change mission glitch

while someone is talking to you about a mission through the ECHO Communicator, you can't select a different mission. Wait for the transmission to finish and then try again.