There is nothing wrong with trying to be as strict as possible in keeping the holy Torah. The issue is that without having gone through Shas at least once, one does not have any means of knowing what is an "extra" as opposed to what is essential [really obligated]. While at the Mir and Shar Yashuv in NY this distinction did not make much difference to me because I was trying in fact to keep everything, including when there are differences of opinion I would go after the stricter opinion. This is a great thing to do.
However after I got to Israel and was learning the Le.M of Rav Nahman, I noted that he mentioned II:44 and II:86 that to serve God, one does not need any extra restrictions. And later when my world started crumbling around me (note 1), I found this distinction to be of great importance--i.e., to know what is really obligated and what is just an extra.
[I would think this to be obvious, but a few days ago I was talking with a friend on the street and this issue came up. After all I had suggested to him the importance of learning Torah, and so he now goes often to a place where there people are in fact very focused on learning Torah. But he also noticed this same aspect of things: to strive to be extra strict. So he was wondering why and in what ways is my path different, even though I am in total agreement with the importance of learning Torah and striving to keep every detail to the last atom and molecule.
[But to know what the Torah really requires, it is also mostly enough to learn the Mishna with the Rav of Bartenura who explains things well and also gives the actual way the law is decided. After doing that a few times, then to get through Shas.]
(note 1) It is hard to keep everything when you have no place to sleep. No place to learn. All your "friends turn out to be fair weather friends.
