I have recently started a play through 2 on my lever 34 siren and have completed the first mission where you pick up the pistol, however I saved and write soon after completing that mission. When I returned to the game the nexT day I just see an exclamation point market on the pistol box and can't pick up the next story mission, help?

First off, what are you playing on?

If on 360 maybe clearing the cache?

Either way, try various things like reloading the game. Start another character up and then load your siren. Go online with the siren to see if it helps.

If all else fails you can go online and if the host starts the mission it'll start for you too.