At any moment, you can either inspect the existing mission that you have, or negate the existing mission. To cancel it out, click and pause the game abort. This is primarily helpful for later when you have an option of several missions to handle at a time, and you wish to look after a various one now and an existing one later on. These missions can make you anything from new challenge heart pieces, and obviously, more heart pieces indicates you can take more damage without passing away.