Overdub midi track while other midi takes play back?

Your description indicates you are probably using the Comping Record Mode, which mutes previous takes when recording a new take.
 
If you want to hear previous takes as you record new ones, then change the Record Mode to Sound on Sound.  Sound on Sound does not mute previous takes.
 
There are 3 different methods that you can choose from to unmute the takes that are already muted:
1.  Use the Mute tool and click on the muted clips.
2.  Right click on the muted clip and select the Clip Mute/Unmute option from the context menu.
3.  Select each clip, open the clip inspector and uncheck the Mute field checkbox.
 
[EDIT] Edited options 2 and 3 above after initial submit.
 
Hope this helps,
-- Ron