Doing what you think you should do means doing what you think a better you would do. It is not doing what others tell you to do or what you think others expect from you.
And not doing what you want means ignoring your instinctive responses which is likely inappropriate (system 1 reactions) or plainly wrong (cognitive biases). It is not ignoring the inner voice that tells you what makes you really happy or that tells you that your body needs rest and that you are done for today.
The larger the difference between what you want and what you should do the larger the difference in terms of outcome.
For example: you work for a company or a project that excites you but when you get home or you wake up you are still so excited that you frequently want to continue working. However for you life is a balance between various areas of attention and you know what happens when you spend all your hours awake working and none with family, friends or leisurely. Asking yourself this simply question “What do I want to do right now and what should I do?” makes it easier to stop yourself from taking actions that you will later regret.