For me, the first step is to commit to only a five minute overview and information gathering session. During those five minutes I will figure out what output is expected from me, write down a couple of concrete tasks, and then start with the one that either looks like it will add the most value or, if I'm low on energy, the one that's most fun. When I tick it off, I'm at least closer to completion and hopefully has enough momentum to start the another task on the list.
All of the above are best case scenarios, as I still usually put off things for way too long and have to work through the night to catch up. I constantly try to improve this, but as soon as one deadline has passed with a marathon work session, I relax because the next deadline is far off.