There's a fine line between shortest path first and most certain path first. It's tempting to jump in and do the things you know for sure how they will work – these are the things with the lowest need for exploration. Early-stage, you should focus on the things that are most uncertain, the things that have a chance of dooming the entire project if you don't understand them better.

You can still take the shortest path while focusing on the most uncertain first, but it is another concern that needs to be prioritised.