The biggest mistake in keyword research is falling for big numbers. A term with enormous search volume does nothing for you if the pages ranking for it are far out of reach. Volume is potential, not progress.
The better lens is winnability: how competitive a term is, weighed against how strong your site already is for it. Early on, the wins come from specific, lower-competition terms where you can realistically reach the first page.
Stack those wins, build authority, and the harder terms come into range over time. Patience beats ambition here.