Do I have to finish a quest of WoW gold game in one sitting, and/or immediately after accepting them?
The majority of quests of WoW gold game can be done at your convenience. If a quest has multiple objectives, you can do them whenever you like as long as the quest remains in your quest log. The exceptions to this are the few timed quests in the world, which allow only a limited amount of time to complete them. These timed quests will have some mention of this limit in the quest log.

Can I do more than one quest at a time in WoW gold game?
Yes, you can have up to 25 quests in your quest log, and multiple quests can be progressed in simultaneously if the quest objectives allow. Often, you will be offered multiple quests that take place in the same area. It's a good idea to try to do these quests simultaneously for more efficient use of time.

What happens when a WoW gold gameplayer fails to complete a quest? Is there an option to try that quest again?
If you fail to complete a quest it will display with a "Failed" tag in your quest log. In this case, you can abandon the quest and pick it up again from the questgiver.