I can relate, except that I still stuck.
1 - What has helped me is to categorize my insterests. Sure, they're connected in my brain and it's not like x is disconnected with y, we can always find a connection.. but I needed to separate them into categories to be able to manage them more easily because I don't need to tell you the state of the brain if you dump all of them in the one and only category most of us have which is labelled "Interesting" since we find every darn thing interesting.
Here's what I did:
I separated things into "Pillars". The way I think about them are Ministeries (I needed a really bureaucratic rigid structure to balance out the clustermess the brain is): Engineering, Business, Lifestyle, and Self Improvement.
Doing this alone has allowed to be conscious that I'm neglecting this category or that one, because now they have a name and I can measure stuff. Before, everything was just "Interesting" and it's not really easy to track down since they all blended together in a homogenous whole. It's like being in a bath and you're not really aware of when the water became cold. Tagging avoids that problem.
Compute how many hours you can dedicate for the whole stuff per week. There was a time I studied for 16 hours a day but it's not really the best course. It depends on your situation (work, etc). Most people say they don't have time but they really have a lot of time. A lot would spend hours on Facebook, then hours watching TV, and then complain and describe themselves as if they're not the "sitting facing a computer person". Most are on a 5 hours minimum wasted per day diet.
Each of those "Ministeries" gets a chunk of that time as a weekly budget. And this budget gets divided between the "Departments" making up that Ministery (say Engineering has Control Theory, Programming, Signal Processing, etc. Each one gets its weekly ration)
So imagine 40 hour per week for the whole 4 Ministeries. Say Engineering gets 20. From those 20, Control gets 5 hours per week, etc..
Thinking in weeks was important because there's only so much stuff you can fit in a day, and if you think in days, you wouldn't be able to see the whole picture, which is: Making sure you touch each of your areas of interests on a regular basis.
I'm sure you spent so much time on something really interesting, only to find that you completely forgot another thing that's really interesting on which you've spent a tremendous amount of time and of which you now recall nothing. Right? Sounds familiar? The feeling of the wasted time and still barely remembering a thing can make you punch walls.
So, instead of doing the same stuff for whole weeks or months.. You do many things that you visit several times a week. This sort of refreshes your cache with a high enough rate that you don't neglect a topic, but low enough for other things to be touched, too. In other words, you don't touch TOPIC 1 every single day, but even if you touch it every other day, the switching is fast enough you have the impression you're doing it every day.
This doesn't work if you have very few areas of interest, but works wonders if you have many. This is also why a week goes by "really fast", and why some people feel it's long (because they're not doing much. Some people actually do get bored).
Finally, limit things.
Not the amount of things you're interested in (although that helps.. But limit resources. I was interested in Python and was wondering which book was good, and where to start.. 4 years would pass. If I had read 10 pages per day of any book while I was trying to decide, I would've been much better at it right now.
This is where you have to be narrow-minded.. Want to learn Calculus? That one is tricky since most books suck and aren't my style, but pick one book and go through it. Even at 10 pages a day, 3650 pages per year. That's 6 books in a year on Calculus.. I'd bet anything that you'd be at the very least better than if you were still deciding which one to read.
Hope this helps (I struggled a lot and still have to pay attention to that).