How to stop hopping the learning chain and actually begin somewhere?
Dan's answer is very good, and I want to add one more point:

Accept that on the first pass you will not be able to fully understand the topic. Appreciate that there are decades and sometimes centuries (for the math, at least) of research supporting the topic you're learning. Thinking you can "get to the bottom" of it in a few months, let alone a week or two, is not realistic. Choose a topic and try to understand that as much as possible. Keep notes on other interesting topics along the way, but don't get distracted by them; just accept them as assumptions as this point and move on. You can get back to them later.