Getting Things Done is a great system that I learned independently and that I since learned many EAs use.
https://en.wikipedia.org/wiki/Getting_Things_Done
This answers your question because it gives a way to prioritize tasks and connect larger objectives with day to day tasks.
You should know at first it gives off a sense of being overly prescriptive and it seemed "cargo culty", both of which I am really biased against, so I ignored it for years after I first heard about it. But actually, the entire thing is essentially the normal process of prioritizing and deciding what things get done.
For starting out, I don't recommend reading the original book, but instead online summaries.
Another plus is that it introduces you to Kanban boards (cooler and simpler than it sounds), which are basically a better way of making lists.
The first system I thought of: Think about your goal and break it into bite-sized sub-tasks (e.g. completable in <30 minutes), writing each on a sticky note. While doing each sub-task, put its sticky note on your monitor, to remind yourself of what you are supposed to do. If you realize that your goal decomposition was wrong (e.g. discovered that there is an unexpected thing you need to do that you weren't aware of when you originally decomposed your goal) stop what you are doing and add the new sub-task(s) to your pile of sticky notes. Ask yourself whether the new sub-task(s) is actually necessary; if it isn't, throw away the sticky note and don't do that sub-task.