Breeding is a long-term effort. Choose a level of effort you can maintain, and get the most from it. Start with varieties close to your goals. Learn what's known. Chances are that some others have similar goals and can share useful experience.
Breeding is a social process.
Try many routes simultaneously. We all encounter dead ends. It's not uncommon to read of breeders who composted whole crosses of thousands of seedlings because they didn't get the desired results. Put your eggs in several baskets. Evaluate your seedlings with your peers.