tldr: Missing priorities are your problem, not the additional tasks.

[...] How to avoid such a catch-22 situation in the future?

If someone comes with additional tasks, ask him to prioritize them together with the CEO / other task giver. (If possible request a written/verbal confirmation of CEO / other task giver).

Should I leave everything and now concentrate on my goals [...]?

No. That is not your decision to make. You have to find out how the tasks are prioritized and do them in that order.

Shall I explain to the CEO what went wrong [...]?

I would go with no - as long as you get a confirmation that the CEO is fine with repriorization. I feel like you would go over the head of manager if you directly talk to the CEO. (That depends how close you are to the CEO and if your manager is fine with direct commmunication of you and CEO).

Maybe he wasnt aware(?) of the CEO tasks, maybe he didnt care. In any case he should get a chance to make it right.

tldr: Missing priorities are your problem, not the additional tasks - But be sure not go over head of your manager now.

[...] How to avoid such a catch-22 situation in the future?

If someone comes with additional tasks, ask him to prioritize them together with the CEO / other task giver. (If possible request a written/verbal confirmation of CEO / other task giver).

Should I leave everything and now concentrate on my goals [...]?

No. That is not your decision to make. You have to find out how the tasks are prioritized and do them in that order.

Shall I explain to the CEO what went wrong [...]?

I would go with no - as long as you get a confirmation that the CEO is fine with repriorization. I feel like you would go over the head of manager if you directly talk to the CEO. (That depends how close you are to the CEO and if your manager is fine with direct commmunication of you and CEO).

Maybe the manager wasnt aware(?) of the CEO tasks, maybe he didnt care. In any case he should get a chance to make it right.