I see myself doing this at work, too, but I control it, so I don't burn myself out, but also usually don't go as deep immediately either. Works out fine.
Sometimes this is something useful - a few years back I my hobby became 'mutual funds', and for a few months I did intense research trying to 'win the game', i.e. meet the goals I wanted (high long term growth, below average risk). Now, long out of touch with that (I burnt out on that mostly), I don't touch the investments I made because I know I'm not in the same zone I was when I made them.
Most of my "hobbies" aren't nearly that productive, and have included most topics from the poll. I have an unfortunate pull for more complex computer games, especially RPGs, and those I will do lots of "research" on.
In summary, "research" for me means a period of discovery about a subject, not needfully something useful.
...you might be eaten by a grue...
Update: Typo fixed