I've been working on whatever interests me, which tends to relate to programming languages. My biggest on-and-off project, for example, is a tool that compares source code based on parse trees.

My main advice is just to jump into it, and to distinguish problems that you should try to solve on your own to learn faster from purely incidental problems that aren't worth your time. (Conceptual questions and understanding abstractions falls into the first camp; dependency issues and bad error messages in the second.) Especially with the second sort of problem, you can always get help on #haskell IRC, /r/haskell or StackOverflow.