Claptrap gives you an ECHO Communicator at the beginning of Borderlands 2

You get the ECHO Communicator from Claptrap at the beginning of the game.

It comes with a class-twelve heads up display complete with a Minimap, Health Display Module, Experience Point Module, Digital Map Display.

Changing your active mission in Borderlands 2

The Objectives on your HUD pertain to your active mission. You can change your active mission by using the mission log in your ECHO device.