Usually, when you're a student, the textbook/teacher has organized the structure of your education such that you are led on the right path. You are basically "taken by hand" to make sure that after a few years, you end up having learned the right things.
As a student, you might be led astray for a few hours or at most days, if you're working on a problem, but have not found the right approach. But then, either the next lecture begins, which directs you on the right path, or you can simply ask the teacher, or you simply look at the next problem in the textbook. In general, it is therefore hard for a student to consistently take the wrong approach, without being corrected.
However, when you are working on a frontier research problem, there is no one to hold your hand. Potentially, you could spend months or years trying to solve a problem with the wrong approach. (e.g. I'm not sure if this is a good example, since I don't know anything about it, but I read that "Erik Christopher Zeeman tried for 7 years to prove that one cannot untie a knot on a 4-sphere. Then one day he decided to try to prove the opposite, and succeeded in a few hours.")
My question is basically, What do you do (or what can we do) to prevent this trap? What can we do to prevent spending months or years
trying to solve a problem that doesn't have a solution.
trying the wrong approach to a problem.
working on a problem that turns out not to be of any value.
other possible ways of being led astray.