Often while reading a paper, I will see a citation that that seems more relevant than my current one. I'll switch to the new paper, only to experience a similar feeling. Or maybe I need to look something up on Wikipedia. An hour later, I'll still feel as if I didn't really digest anything. I will have skimmed 2-4 papers' introductions and conclusions, scratched some notes on the side, and generally feel overwhelmed.
Is this a bad habit? An abnormal feeling? How have others dealt with this to become more productive readers?
I'm fairly new to research, if that matters.
Some tips for dealing with the rabbit-hole when starting in a new area:
Try to find an existing literature review of the field: When you are entering a new field, the best resource to start with (if it exists!) is a well-written literature review that takes you through the history of the field, and tells you about the main papers, research questions, results, etc. For example, Fang and Moro (2010) gives an excellent summary of economic literature on discrimination, which is pitched with a level of detail that allows a good overview of models, without wading into every bit of minutia. This kind of resource allows you to learn about some of the main papers in a field without a huge reading investment.
Find and read the "core" papers in the field: After you have read a good literature review of the field, the next step is to read the "core" papers in detail, to get a good understanding of the main investigations and results. (Even if there is no literature summary to find these, when you look up papers in a new field, most of them will cite some of the core papers in the literature somewhere in the introduction, to establish themselves within a context of broader work. If you see that multiple papers in the field all cite certain core papers in their introduction, this can be a good indication that those papers are important starting points in the literature.) Reading and re-reading the main papers in the literature is a good way to get good core knowledge of the main results of the field. This is a good platform to learn the field in the long-run.
Now you're ready to go back down the rabbit-hole: Once you have a good overview of the field, and have read some of the core papers, you are in a good position to go back down the rabbit-hole of reading individual papers, which give you leads to more papers, which give you leads to more papers, etc. Welcome to academic research!