The Wrong Road that Heroes take Before Triumph

There's often a false road that heroes take, and I wonder what my false roads are: The roads where we think "if only I were in this place I'd be happy and feel fulfilled." How do we discern our false roads? What is The true and proper path towards fulfillment? Does such a path even exist? Our stories suggest that we like to believe it does... Are there any roads that aren't dead ends?