Let's play 21 questions before sleep

Why do we constantly and so relentlessly chase the wrong kind/way of things?

This leads to the next question without an universal answer- what is 'the wrong kind' and what is the right one, and can we ever know the difference between them before we take the action and bear the consequences?
All these lame, frantic questions and not a single solution in case we are searching for one, because I am and it is hard to find.
They (i.e., the people, society, pop culture, media, science) are trying to convince us that it's normal to want, wish, desire and chase, but is it 'normal' to pursue when it is wrong? Why we have to rely on our own judgement for that, but not for what everyone and everything considers normal? And before jumping to another dead-end question I will give my-sleepless-best to put in words whatever is stuck in my mind.
I want things, you want things, we all want all sorts of things. By things you can also count human beings or whichever beings you want to ('want' again,ah), and we generally aim to pursue what we want.
So far, so good. However, here comes the tricky part: is it normal/good/right to want and therefore, pursue things that do not really seem suitable for us? And by 'not suitable', I mean those that are not really working in our favours, that cause us endless circulation of thoughts, sleeplessness, confusion and self-questioning, along with few others.
At the end (yes, it does not even matter), I can come to the idea that it is not right to want something, which might be generally wrong. But, why do we still want these kind of stuff? Why do we have to chase what is not clearly meant for us, or when do we know for sure is it or not? How many attempts are allowed before we reach the alarming neon sign that shouts 'Just stop it and go on already!'?
So, yeah, I do not really know the answers and I have no clue whether I am on the right track. Aristotle seemed to know how to reach the 'golden balance' between two opposite sides, but apparently I am no Greek philosopher and it might be time to catch that neon sign and hold it until I finally achieve the frustrating sentence written on it.