For me, I think the benefits of exploring many different careers are that you get exposed to more, so it's easier for you to pick which one you like best. Another benefit is that you get a more first hand view of what jobs are more likely to be needed in the future and that can be factored into your consideration.
I think the most challenging part is taking the first step and really deciding on a career you want to pursue; there are so many options and it can be hard to choose.
For the final question, I would try brainstorm some questions related to careers and then write them down. ex. Which jobs will allow me to make a living?; What skills does (insert job here) require?
Good luck!