To follow a thread or a lead that branches off from your initial objective, then (often) doing that repeatedly to get your self lost and/or completely off topic. This is based on the fact that
Rabbit Holes (or "warrens") are often interconnected dens and tunnels with no apparent pattern to them, but in which
one would surely get lost if followed impulsively. (See also: lost in a maze, or trapped in a labyrinth.) (This predates
Lewis Carrol, whose meandering fantasies are very much
like a random stream-of-consciousness exercise.)
I started researching Electric
Cars, but started to Go Down the Rabbit
Hole, following stories about Nikola Tesla, which eventually lead me to a list of
David Bowie's movie roles.