"First Things First" Isn't About Sequence
First in priority doesn't necessarily mean first in sequence
"First things first1" is a reminder to make sure that you're taking action on your most important priorities rather than letting less important stuff eat up your time. That's straightforward enough, but it often leads to an inference that the most important priorities should be attended to before other things in sequence.
That's not necessarily the case. First in priority doesn't mean first in sequence.
For instance, if your top priority is to do your creative work but you're not a morning person, then it's probably better for you to focus on non-creative work first in the morning so that you're not trying to do creative work at the wrong time of the day.
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Similarly, your most important project for this quarter might fruitfully be delayed until you've cleared the deck of other urgent and noisy projects, so you can focus on that big, important project without a cacophony of chattering monkeys in the back of your mind screaming at you about the other projects.
Or perhaps you've determined that getting the right champions behind your project is the single most important priority to ensure the success of your project, in which case you might need to complete an initial project blueprint before you approach those champions.
Or in another case, catching a frog first thing might ensure that it won't get too mean, hairy, and warty, and, while it may not be the first thing in the grand scheme of things, failing to catch that frog will create a problem down the road that keeps you from doing your first thing. Taxes are a good example here; they never seem that important to stay on top of until you have to, and then handling them is a big deal that prevents you from doing the other stuff that matters more.
If you've been frustrated about the things that matter most to you not being the first things you get to, it's all good. What's more important is whether you're getting to those first things at the right time.
On the flip side of the coin, if you're always getting ready to attend to those first things but never actually getting around to doing them, it's more likely that you're scared to get started and telling yourself that your being busy is the same thing as your being productive. (How's that working for you?)
Take a look at how you're planning your days and projects. Would changing the time or order in which you're addressing your top priorities make it easier for you to do so?