This article by Sacha Fast about Nobel Laureate Richard Feynman explains that Feynman kept a list of his 12 favorite problems. Whenever he learned something new, he checked if it helped to move forward with one of the problems.
Defining explicitly what areas or topics we are interested in making progress is a great way to make sure our efforts don’t get diluted. While we can do anything we want, we can’t do everything we want. Time is limited. We have to choose.