There are several ways to accomplish this. If you want to play a selection of your podcasts, you can set up a playlist by pressing the '+' symbol at the bottom left hand corner of the iPod screen. Here you can add the podcasts that you want to play - perhaps just one - and give that list a name. That playlist will now appear in the left hand bar of the iPod menu and you can touch it to just play the podcasts in that list.
Also, when a track or podcast is playing, towards the left of the bar that shows the progress of the track, there's a small symbol with a couple of arrows in a circular shape. If you press that you can change it so it has a small '1' in the shape and that will then stop the play after the podcast you're currently playing has finished.
Don't hesitate to get back to us if anything is not clear.
Have fun and enjoy your iPad.
Tim
Scotland