They say it means that we must use all of our talents.
But it is practically impossible to use all of them. For example a man may have a talent for theaters, and also be gifted with a muscled body. So he must become both an actor and an athlete if he wants to use all his potencials. Then if he becomes a priest, he can use none of them.
Our lives are short and our power is limited, no one can actually do what he can do potencially.
And those who have a calling cannot use the talents given to them for raising a family.
A pregnant woman too cannot use some of her talents eg. if she can skey or if she can work with chemicals...
So what does the parable mean?

Prayer is important in discerning God's will for you.

We are not required to use/develop all our talents -- but we are required to use our time to do something useful for God's glory. We must use our talents to fulfill our duty of state (convert souls and teach as a priest, support a family and raise children in the married state, etc.)

The meaning of the "Ten talents" parable is NOT pursuing every interest or every activity that you have a slight ability in.

It DOES teach us not to waste our time and/or talents on useless endeavors -- worldly amusements, laziness, etc. We must be industrious and try to do something for God's glory, using whatever God gave us -- small or great.

The parable also means that God will expect more "results" from someone with a 140 IQ than someone with a 95 IQ. And more good works/almsgiving from a man making $250,000 a year than a man making $40,000 a year.

Matthew