If you've ever found yourself with a few precious free moments but then wasted them wondering how you should use them, you're not alone. David Allen, creator of the widely-used Getting Things Done (GTD) system, explains in this video that if you only stop to think about the priority of your to-dos at the last minute, you're already lost.
The whole goal of any productivity system, especially GTD, is to give you a way to get your to-dos and ideas out of your head and into an organised system before you can forget them and before they weigh you down while you're trying to actually work. Whatever system you embrace, David Allen explains that you have to consider the priority of your to-dos when you organise them -- not later when you're debating what you should or shouldn't do first. Otherwise you're wasting time.
It's something of a catch-22: In order to figure out what to prioritise, you have to already have things prioritised. Allen is saying is everything is important and priorities change, so you need to jot them down early so you spend less time thinking about it and more time acting. It's easier to give things a new relative priority than to try and organise things by priority from scratch, and the only way you'll be able to pick the best use of your time at any given moment is if you can see a complete list of things you have to work on.