There are always more things you can be doing than the time you have. If you try to do everything you will end up accomplishing nothing. It can be hard to say "no" to someone, but it's important in order to focus on your priorities.
I find it useful to have priorities and goals to set a direction. Often the actual choice of goals doesn't matter as much as that I make them, and regularly review them. The only essential is making sure that self care and close friends and family are among your priorities; because without these you won't be able follow up your other priorities.
However it's very easy to get distracted. Things come up outside your priorities all the time, and they have to be managed so as to leave time for your priorities. The best thing to do is decline the distractions when possible.
There are some distractions you can't decline. Even if your tax return isn't on your list of priorities it needs to be done, or there will be consequences. If they really must be done, try to delegate them to leave you more space to focus. Or at least defer them until after you have made some progress on your priorities; don't let them interrupt.
There are still many things that can be declined. You've been invited to a meeting that you really won't benefit from or contribute to. Someone has shared an article they found interesting. Someone has reached out with a question or task you could do, but it doesn't fit on your priorities. There's a social feeling to respond with an action, but it can very quickly erode your time.
Often there's a polite way to say no, preserving the relationship and your time. Be clear if it doesn't fit in your responsibilities and priorities; people will often understand this. You may be able to be helpful by pointing people in the right direction, but don't overextend yourself.
If you don't make time and space for your priorities it will quickly be filled with these things. Even worse the more you say yes, the more people will expect it and the need will grow. There will be times when it makes time to say yes for the long game, but the default reaction should be no if it won't help you get where you're going.