my new ipod shuffle only records one podcast

iPods does not "record" anything. Your shuffle plays existing audio content, that you sync from your computer's iTunes library. Can you describe what you are trying to do in more detail?

Is the problem loading the podcast onto the shuffle? Or is the problem playing the podcast, when using the shuffle?

On the 3rd and 4th gen shuffle, podcasts are treated as playlists, with the podcast episodes as the items (like songs) on the playlist. If you have only one episode from a particular podcast, that's the only one that plays, until you change the playlist. When playing the shuffle, you select the playlist (podcast) by using the VoiceOver feature. This document explains how to enable and use VoiceOver on the shuffle

iPod shuffle (4th generation): Enabling and using VoiceOver - Apple Support

See sections, Changing playlists and To choose an item from the playlist menu.

NOTE: If you want podcast episodes to play consecutively, in a desired order, you can create and maintain a playlist (with the podcast episodes you want on the shuffle) in iTunes. Then, set iTunes to automatically sync that "iPod Podcasts" playlist to the shuffle each time you connect your shuffle to iTunes. If you want more info on how to do that, please post back.

Probably because you marked my reply as "Solved," which is better. 🙂 Thanks for posting back with outcome.