I am all about going with the flow of my interests (use curiosity to guide your thinking). However, this principle has a drawback. I could be starting multiple projects all over the place with one of them possibly dominating all and making the most important areas of my life suffer.
Here is where prioritization enters. This involves determining which goal should precede another. Working on one project at a time has never worked for me and is an inefficient strategy, unless one is working on a large project that demands time and attention. The other end of the spectrum, working on more than three major projects at a time also does not work.
The best approach to me is to work on a few major projects at the same time, three is a good rule, while having several minor projects.