I'd say it depends on two factors.
1. Are you extremely passionate about it?
2. Will mastery yield side-benefits?
Say you want to master rhetoric. Doing so will not only make you formidable in debate, you'll gain an education in a number of subjects. You'll hone your ability to reason to a razor shine. You'll be good enough at discerning facts that it'll be really hard to pull a fast one on you. Even if you're listening to somebody talk about something you know nothing about, you know how facts are usually presented and structured, you know how to test for truth, and you know what tactics someone is likely to use if they're pushing something that isn't true.
Martial arts? You get in really good shape, of course. Your mental health and clarity will also improve. You'll gain a lot of confidence. Etc.
Ultimately you've got to make the choice. There's no right answer.
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