Develop a flowchart of the required information — starting from the (market) research problem.
Once the sequence is laid out, the connections become clear.
Align the collected data with the information needs.
Set a clear objective for each area — the questions follow from it.
Go back to the flowchart and ask about each piece of information:
"Do I really need to know this — and do I know what I'll do with it?"
… rather than "Nice to know, but I don't really need it."