Are you gathering information without any specific goal or question in mind? Having a specific goal or question in mind allows you to focus on that goal or question instead of gathering whatever “comes your way.”
Setting a research goal or having a specific question lets you think about the sources that might answer that question–some of which are probably not online.
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It seems like a no brainer and yet I didn't realize that genealogy wasn't about just gathering as much family information as you possibly could when I got started doing my research. Great tip!
I'm afraid I have to answer YES to your question. However, on days when I'm not sure what I want to search for at my state archives, I just pull a roll of newspaper microfilm from my home town. I always find something of interest and something will arouse my curiousity for further searches.