It’s live! Alexa app → Settings → (pick) Device → (scroll down) Follow-Up (flip switch)
Amazon has rolled out a new feature, which gives its Echo speakers the ability to listen to back-to-back commands for the assistant. When you switch on Alexa’s Follow-up Mode, your Echo speaker will continue listening for a second command for a few seconds after you issue the first one — no need to wake it up again by saying “Hey, Alexa.” You’ll know for sure if the device is listening if its blue indicator is on.
Source: Amazon makes it easier to give Alexa follow-up commands