I have (and have had for many years) the same trouble. I can't tell you what to do, but I can tell you what I think I've learned (so far):

1. I am incredibly curious, by nature. I want to learn everything. I accept that it is NOT possible to learn everything I want to.

2. I can be more disciplined. I can say no to projects. I can't be good at everything. Saying no can be (surprisingly) fulfilling. I can be more dedicated than comes naturally, but it takes extra willpower. The payoff is worth it.

3. Projects involving other people are more fun, and therefore more successful and more engrossing.

4. What I really want is to accomplish something meaningful.

5. There are patterns in my projects, in my interests. They feed on each other.

6. It's ok to treat a project as a learning experience, and then move on.

7. A project that I'm serious about will take at least 5 years.