Can I go back to do a quest and then come back to where I was?
Solution 1:
You can change quest, but you'll have do the quest from the beginning, instead of resuming from where you were. If you were at the beginning of a quest, you lose nothing. If you were in the middle of a quest, you may have to repeat a little. But I think it is not a big deal. You'll probably farm the game for hundreds of times anyway. :)
Solution 2:
You can switch your quest to any you have reached on the character (even if you joined a friend who was much further along), usually starting from either the beginning or middle.
The only thing you lose by doing so is the more incremental "checkpoint saves" along the way, which occur more frequently. Depending on the quest (or half-quest) you're on, and especially the difficulty, this can be significant, but on Normal it's maybe 10-15 minutes tops.