A very good essay Paul Krugman wrote on his method of doing research. Some good gems in there for researchers of all fields.
The injunction to dare to be silly is not a license to be undisciplined. In fact, doing really innovative theory requires much more intellectual discipline than working in a well-established literature. What is really hard is to stay on course: since the terrain is unfamilar, it is all too easy to find yourself going around in circles.