The Maze That Is Writing

How many of us writers have started a plot thread only to have it go nowhere? What I mean is, you have a great idea for a character and you write and edit several chapters on it, only to realize it simply won't work in your story. I'm struggling with that now. I have all sorts of interesting events (based on real events according to Herodotus) to weave into my story but I swear tying one event to another is difficult. I believe very much that there needs to be good transition in a book, and all the events in my story take place within a few months, even though in real life they may have been spread out over a couple of years. These events can work together in a shorter time period if I simply make the transition smooth and believable (Herodotus doesn't really give time tables much anyway), but somewhere in there things get tangled. Ack! There's got to be a solution...anyone?