Sometimes (what you want to do) and (what you think you want to do) are two separate categories.
For example, the people who started Flickr thought they were making a Massively-Multiplayer-Online-Role-Playing-Game, a la World of Warcraft or Everquest. They started building it, and added (as a nifty side-feature) the ability to upload and share pictures while you were playing.
Before long, they realized that (a) the MMORPG market was saturated (b) the photo-sharing market was underserved, and (c) their product was a lot cooler in the photo-sharing market than in the MMORPG market.
So they changed. In start-up terms, it’s called a “pivot” — you stop right where you are, and go in an whole new direction. And it’s totally OK.
Sometimes you don’t know where you’re going
Actually, a lot of the times you don’t know where you’re going. But that doesn’t mean you shouldn’t start.
Sometimes you realize that you’re going the wrong way
This isn’t quite as common. But it’s no shame. Feel free to change what you’re doing if you find something better.
It’s still better to be going
When you were little, your parents told you that you should stay put if you got lost. That way someone could find you.
But you don’t do that now. If you get lost, you might pull over and look at your directions. You might drive around the block a few times, trying to spot your landmarks. But what you most definitely would not do is to stop in the middle of the road and hope that someone would point you in the right direction.
Business is no different. If you don’t know what you want to do, then make a guess and try it out. At least you’ll learn something.