There was a time when I was pursuing any opportunity available. I felt the need to, and it's understandable. When you've just finished college, moved into a new area, and about to be married in a matter of months, you realize you have to get your act together quick.
Early on I would go for any teaching/performing opportunity because I felt the need to, as though it was my obligation. However, as time continues to pass, I have become more selective. Why? Because if you don't, then you say yes to everyone and everything. You begin to pursue others goals, dreams, etc. and not your own.
I have to admit, it is difficult at times. You get a call to do a gig that you think will never come around again, and it may not.
At my current state in life there are a multitude of choices that I must really consider. Do I take this gig offered at the last minute, or stay true to my plans with my wife and son? Do I add another day of the week of teaching to earn more, or keep the day open for house work, gigs, more family time, etc. Should I accept a gig 4 hours away in hopes of building a following/build connections knowing I have to wake up at 6am with my son?!
I can't say that you are right or wrong either way, but just know that it is okay to say no. You don't have to do everything all the time!