Do you build what users ask for or what they actually struggle with?

We fell right into the feature request trap early on. Users kept asking for complex PDF export options and fancy dashboard filters so we spent two whole weeks building them.

Once it shipped hardly anyone touched it because it didn't actually fix their core bottleneck. Shifting from "what feature do you want?" to "what are you trying to get done right now?" completely changed our roadmap.

When a vocal user asks for something specific how do you dig past their suggested solution to find the real problem?