Tip: Strengthen the Weakest Link
When you have a complicated project, it's sometimes hard to figure out what to work on first. Like any prioritization task, the first step is to get an overview. You can't judge priorities without an overview.
Once you get an overview, you can often identify the order you need to do the work, by just identifying temporal dependencies. If that's not enough, I recommend that you prioritize by looking for the weakest link and strengthening that, first.
The top problem area is the part of the project that is most risky. It's the part that you worry about. Call it what you will:
The Weakest Link in the Chain
The Long Pole in the Tent
It's the one part that is "behind" everything else. It's the section of the report that hasn't been drafted. It's the module in the software that no one has figured out how to do. It's the time period on the schedule marked "To Be Determined." It's the element with the longest lead time. It's the one resource that's overcommitted.
An overview gives you the context to see what the top problem is. It's the "top" problem relative to everything else. You can't judge how big a problem something is unless you know how everything is going.
But once you know, it's worth putting some extra effort into fixing it. As a rule of thumb, the project as a whole will benefit significantly if you can fix the biggest problem. Strengthening the weakest link of a chain increases its overall strength. Adding resources to a bottleneck speeds up progress on the overall timeline. Putting up the long pole gives a structure to the whole tent. Breaking up the logjam makes everything move downstream.
So, that's my advice. If you are feeling a little overwhelmed by a complex task, make a list of the parts, and look to see if one of them is the problem child. Focus your effort on that and you will make a large improvement in how well the project is going overall.