Hi, I'm a bit confused - you describe getting into new interests, but also 'projects'. It seems you love getting into new things, but also have an idea that you should produce something in the field before moving on. And feeling guilty for becoming interested in something else?! Makes no sense to me.
I've spent my life frequently getting into new things, all kinds of things. I've never thought of it as a bad thing. What I do regret is not making good records for the first 25+ years of that! Of the things I was learning, books/people/inspirations etc in the various fields. I have old notebooks filled with stuff, but they're a big mess of many topics, impossible to use again really. I started making LaTeX books about 5 years ago, starting with one for each year, then chapters separating to form new books once they got big enough. e.g. there's PDF books on maths, image processing/graphics, programming languages, my programs, a programming language I created, my writing etc. So now I have lovely, well-organised records, and next time I'm into a particular thing—I can only be into 1 or 2 things at a time!— it's there waiting for me to take up again. I love that feeling of returning to a field after a long time and getting a lot further than I'd gotten before!
Also I could never think it's a waste learning something about a field, even if you never return. I've found lately can talk to almost anyone I meet for hours about what interests them or about their job, because I've been into so many things that nothing is unrelated or that distant from my interests. And you notice similarities and connections between different areas. Blah blah. In short, I can't see this as a bad thing at all, don't know why you're beating yourself up. Enjoy!
p.s. Maybe try cognitive behavioral therapy? (e.g. Albert Ellis' book New Guide to Rational Living) and look at what you are saying to yourself, what are your beliefs, that make you feel bad about this—sounds like guilt or shame or something—and change them. I've found changing beliefs like that, thought-habits, isn't very hard, and is fun. And of course magically transforms your life for the better. Good luck.