I want to do a two leg flight, for fun, and I wanted to stay in the sim while I did it, is it possible to add a second leg to your flight?

Yup, go to the flight planner, create a direct route to your final destination, then on the map, drag the line to the intermediate destination.

The flight plan can be changed any time in the flight planner, so it's perfectly possible to go from A to B with one flight plan and then onward to C with another.

You can't, however, unload a flight plan once you've loaded the first one. This is only possible by starting an entirely new free flight.