Lina,
I think that 'Neato's advice is good, but don't beat yourself up if you don't complete any of those tasks. You may be years ahead of yourself intellectually, but that doesn't mean that you are years ahead in your 'frontal-lobe' development. It takes time (and practice) for those neurons to develop. So every bit of progress you make is practice, and excersize for that part of your brain, 'completion'is great, but isn't the only measure of success.
The other thing to know is that for a project to be 'big' enough to look appealing to a Giftie, it is almost, 'by definiton' going to be too big to complete without supportive Adults helping. Again, this is a matter of reference. Your Math idea was wonderful, but I'll bet that you don't know of anyone who has ever done anything remotely similar. So when you ran into trouble, you didn't have anyone to give you advice, or at least inspiration. If you had knowledgable trusted adults around, they might have suggested using an online class, such as EPGY, Art of Problem Solving, Aleks.com or youtubes such as Khan Academy.
If you are like me, a big part of doing anything is doing it with other people who share my interests. Individual projects are great for folks who love their 'alone time,' but other people have a lot more energy for things if they take a good friend along with them. As you try things and gain experience, you'll get to know yourself better and be better able to guess what kinds of projects you will follow through with and what kinds of help you will need.
Bottom Line: At 12, you have to expect to try a lot of different projects and approaches to learn how to do projects. Don't take 'losing interest before the project is complete' as a permanent personal character flaw. Seems to me that a lot of the creative work done nowadays is done in teams.
Best wishes,
Grinity