Of course, we can't do everything at once. There are many ways to deal with this. Some people work on the thing that 'in their face' at the moment, while others put off 'the hard work'.
The most effective way is to work on the things that have the biggest impacts first, then smaller, less beneficial things. In this way, we always get the most benefit of those things that matter most to us. Once we get these 'big wins' we are ready to work with those things that are slower, more work, or less critical to us.