In board games, players are typically faced with a certain set of options, and they hold a certain set of resources. Good design principles state that games are designed in such a way that playing them is a series of interesting choices with relevance, and this is especially true of board games where play time is typically limited. This is different from e.g. single player digital games where it is more often possible to explore all the options by spending more time playing. A board game always has a limited duration. To win, each player tries to make the best of each of their turns. One really important strategical decision in many board games is to choose what to pursue. It is often necessary to also commit to this strategy, and this is the important thing. The old proverb about two hares is often very true.
Reiner Knizia, a famous designer, has a particular habit of making games where it is highly important to recognize when something is no longer worth holding on to. In one of his best games, Tigris & Euphrates, the best advice that can be given to new players is "there is no such thing as 'my kingdom'", meaning players should not desperately defend a particular kingdom, even though they have built it (in T&E, players get points for building and destroying kingdoms, not for holding kingdoms). Board games often force players to decide what is least relevant to them by forcing them to sacrifice some resources of their choice. In general, to make the most of their turns and resources, players need to recognize options that are not highly relevant to their strategy and promptly discard those options (e.g. choosing to not produce certain resources in 7 Wonders, effectively closing the opportunity to play certain cards).
The lesson of discarding the slightly less relevant is important for many aspects of life. Especially design. New game designers are always advised to simplify, and then simplify some more. In game design, it's a necessary skill to be able to let go anything that doesn't directly support gameplay of the game. This is no different from, say, user interface design. Simplify, discard, don't fall in love with anything. In programming, this can translate into realizing when a piece of code has to be discarded and written again from scratch to improve the overall code structure. In life it's typically better to find a small amount of things to really focus on.
The reason why I find it cool that games teach this stuff is that we humans often behave against this strategy. In Predictably Irrational, Dan Ariely has devoted one chapter to our irrational behavior of trying to keep all of our options open. It is psychologically hard to let go of an option, as long as there is a at least a chance that something might come of it. Of course, games are different in this sense, because it is much easier to accurately know whether an option is going to be any good - still, it's not for certain. If we think rationally, we can assess the potential of our options in real life as well. It's beneficial if we can do this and discard things that are not really relevant.
This is of course part of a larger context of strategic thinking that games, especially board games, teach us.