One of the ideas in Orson Scott Card's novel Children of the Mind is that people can think multiple things at the same time. To a certain degree, that's certainly true of all of us. I think the subconscious gets up to a lot of things without our attention. I don't think I can simultaneously and consciously follow two trains of thought, like Peter Wiggin, though.
Occasionally I catch myself trying, anyway. Generally, I don't think this is a good thing. Maybe if I practise I'll get better a it, but right now, I end up following two halves of thoughts.
For instance, the Maths I was studying this morning was a fairly straightforward section. I was almost tempted to skip it, but there are always a couple of things I need to read up on, so I didn't. The problem was that I began plotting my Nano novel at the same time. I didn't get very far with my novel, because part of my mind was on my Maths. I didn't get very far with the maths, because the part of my brain that is supposed to make sure I copy down the question properly was debating the pros and cons of writing about the Holy Grail.
In part, I know the issue will be solved when I start working on Maths that really holds my attention. Mostly, that's good, because it means I won't have too do the same sum three times before realising that if I wrote 1 instead of -1 I'd get the right answer. Partly, I'm a little wistful, because it would be interesting to see how well my brain can do at multithreading.
I guess that's life: there's always something more to explore, but I can't go in every direction at the same time.