It's kind of like picking a college major. Where college students invest their money and long amounts of time in a particular major, entrepreneurs (wantrepreneurs?) invest their minds in particular markets. At some point it becomes part of their identity.

I think it's better to decide on a particular market with some definitive action like starting a company or large side project, and if it fizzles out, avoid identifying with it. Being identified with a market that you don't know about doesn't impress genuine entrepreneurs.

Curiosity is different. It's good to be curious. Surprisingly, trying to be curious has worked for me. So has dealing with some of the many things that can get in the way of natural curiosity.