When you are your own boss you only have yourself to report to, often this freedom allows you to pursue what ever takes your fancy which is one of the great benefits of being your own boss. Unfortunately there is a very good reason why when you are an employee your boss makes you focus on what is important to the business because a business needs a goal.
So lesson here is always value your time and invest it wisely into which opportunities you would like to persue, make sure they fit into both your short and long term goals. After all the secret to business is the ability to leverage your existing relationships and successes.
This is one of the benefits of having a business partner or if your going solo a business mentor, as they will make you justify your change of mind which is what needed sometimes before you go off chasing the latest dream.
Have your got clear goals and understand exactly what your business does ?