Most of the time it doesn't work out.
The first book doesn't sell very well. Neither does the second.
The people don't come to the show.
The music doesn't get a lot of downloads.
When people have a lot of options it means that each individual option will get picked less.
The solution is more art.
The question is how you can redesign your creative process to make the costs of interacting with the market cheaper?
Instead of self publishing a novel, can you write a series of short stories to build a base? Sure, most of the stories will be ignored but over time you can develop momentum?
Can you put a lot of "unfinished" songs online just to get a sense of how people are reacting to the work?
Can you workshop two or three plays at time?
Only the big, well established tv/film/theatre/publish institutions will have the luxury of rolling out a few things at a time and trying to "make them work".
And even they will not have that luxury for long.
The rest of us must become much more comfortable with producing more, getting it into the world quicker and then placing big financial bets when we have a sense that the marketing (also known as your audience) really wants it.
That's the new world. Embrace it quickly.