So many variables with audio

I notice when someone ask a question about a system or just a component they get a million different answers. Do you sometimes get frustrated over all the different answers and want to take a break from this whole thing? Or does it make you more curious than ever and you want to try anything that is humanely possible?
Perfectly fine with me unless someone, rarely, starts saying that digital sounds great.
Best to not make too many changes---just take and old cold tater and wait.....

You get a million different answers, because of the many different experiences. I recently changed from an integrated amp to separates. My speakers sound significantly different now. So, if someone listened to my speakers with the integrated they would describe what they hear totally differently from what they hear with the separates. The fun and frustration of being an audiophile are the endless combinations that can make a system enjoyable or disappointing.
Adding to the frustration is the fact that when a potential equipment purchase is auditioned, you're listening to the sum total of the system, not just the new piece. Is that sibilance or lack of midrange clarity the fault of the new speakers I'm thinking of buying or is it something else in the chain?

Yes but does not pay to be frustrated by that.   It is what it is, just one data point.  You need many to be able to draw reliable conclusions. Good things never come easy.
Sometimes yes, sometimes, no, sometimes maybe, but then maybe not.
Could be, should be, would be, but as always YMMV.
The hyperbole in your question --- "a million different answers" to a question --- distorts the issue. For example, most questions are much simpler than this and get *relatively* few reasonable answers.  It is apparently fun for some to ask "millions" of philosophical (non-audio) questions in the discussion forums, though. 
My rough guide
1. Go listen to as much live music as you can, then
2. Go listen as many systems as you can find
3. Figure out what characteristics you would like in your system
4. Seek out components that delivers those characteristics
5. Tweak to maximize full potential before you rush to sell
6. Build your system to suit you - don't follow audiophile  dogma.
7. Be open minded - test and experiment.
8. Be ruthless and cut the dogs.
Audiophiles often have very strong opinions and aren't shy about sharing them.  Some of those opinions are rooted in a high amount of "judgementalism", but this is a hobby, and if you like something that some other "expert" doesn't like, I wouldn't sweat over it.

Once I got to a certain "level" in the equipment, I continued to upgrade my equipment and found it was best (for me) to make one change at a time, so I could appreciate and "digest" the effects that change made, "dial in" the new piece, etc. before making the next change.

I'm finding now that I have much better equipment than I ever thought I'd have, that the next step is to understand and improve the limitations that the room acoustics present.
+1 hew.  #s 1, 2, and  3 in particular are very important for those building their 1st system.