Some authors would rather watch Manos: Hands of Fate repeatedly (without the Satellite of Love crew commentary) than write an outline. Here’s my advice: if you’re not on any kind of real schedule, and you do your best writing through exploration, go for it. Strike out into the great wide open of literary discovery and see where it takes you. If, however, you’re working on an assignment with a deadline, or you’re co-authoring a project (like I did with James Waugh on Curse of the Worgen), outline! It makes a lot more sense to map out your story up front and to identify road blocks when you’re dealing with 10 pages or less than it does to just toss your map in the lake and wing it, even if you think you’ve got it all worked out in your head.
Yes, it can be frustrating, and it can make you feel like you’re solving problems that don’t really exist yet, but trust me, you’ll run into those same problems in the project proper, and it’ll cost you a lot more time and effort to course-correct there than it would have if you would have done the outline before setting sail in the first place. So do yourself a favor: invest the time early on, and outline.