Starting What You Finish

I've always heard that you should finish one WIP before starting another. From lots of people. I seem to have a problem with this. A while back, if you remember, I started my contemporary WIP, Slice. It was going great and I got a few chapters in and then the plot turned into something drastically different than what I originally had in mind. You see, it was originally supposed to be paranormal. Yeah, now it's not.

Then a week or so ago, I just had to start my dystopian WIP, Outlawed. That's going even better and it has garnered interest from some very influential people. Which is awesome. I've only written the first chapter, but it is already going great and I am in love with the story.

Just a few minutes ago, I was struck with a line. And I realized it is the perfect line for a book I've been wanting to write, The Curse. And I started thinking about the line, adding more in my head. And that story is already taking a turn and changing into something different than what I thought it was going to be. I'm going to start it tonight.

So, I now have three WIPs. And I don't know if this is good or bad. I know people say that you should finish one before starting another, but my overactive imagination just has all these ideas and I can't seem to turn them off.

So what are your thoughts on this? Do you write more than one book at a time? Should I just finish one of these and then go back and do the others, one at a time?