"I almost wish I hadn't gone down that rabbit–hole – and yet – and yet – it's rather curious, you know, this sort of life!"
I often refer to research as "going down the rabbit hole." It's a never–ending process with paths off of paths, hallways leading to nowhere, rooms inside rooms. It can be frustrating, especially for graduate students on a deadline. I wouldn't presume to say, "Don't be frustrated!" That would be pointless. However, when you get frustrated, try to remember that the rabbit hole leads to Wonderland, which may at times bring confusion, but also brings revelation.