It's not like I don't know what my priorities are, but it's intractible to hold on to them all mentally. Writing them down means that I can, temporarily, forget some of them.
1. i'm using task/todo list for such things.
2. In David Allen's book "Getting Things Done" there is whole chapter or more which is i think about the problem you metioned (he names this "open loops" - problems you must solve but don't want to have it constantly in your mind but manage them in some way using external memory to not clutter mind and not forget them).
Probably you heard about this book because it's popular but i think it's worth mentioning, it's the case when popularity comes with reason before not after ;)
There's more I'd like to say, but I'd like to get something done tonight. :-D
A common problem I face, especially so because I am self-employed, is that at any moment there are many things I could do to better myself. Which one do I choose? I don't always make the best choices. Often I do nothing at all because I am overwhelmed.