Filtering research ideas:

Write them down in a big list of one-off ideas and cluster them over time. If the same idea keeps coming up in different forms, there’s probably something larger interesting there! - William Merrill

By elimination. For example, you can rank them by expected impact, novelty, feasibility given the time frame and resources, personal obsession (i.e., would you regret not doing it), potential for follow-up publications, and whether the background or technique learned has general applicability for other research directions. - Mohammad Alfiky