Yes, it is important to do what you have always wanted to do — no one else is going to do it for you. A prerequisite to this is knowing what you have always wanted to do. Perhaps most important is knowing your priorities (that sticky question: what matters to you and in what order?).
Sometimes, our desires may undercut others, and if our priorities are not clear to us, we may end up acting on impulse and hurting ourselves.
It is okay if something you want is more-or-less at odds with something else you want. It is essential for you to acknowledge and be ok with that; otherwise, you may end up hurting yourself.
Acknowledge your priorities and recognize if they have shifted. What you once valued above all else may not be above all else after all.