I think there are certain circumstances where getting in over your head and digging your way out is a better approach -- but I don't know how to distinguish those cases from the rest.
I don't think there's anything wrong with trying to jump headfirst into things that interest you. I would just recommend that you need to be honest with yourself about whether you're making progress -- and if you're starting to flail (or, more subtly, doubt yourself and lose interest), then it's an indication you need to re-allocate your time into shoring up your foundations.
