How to deal with small amounts of money

I would like to invest but I only have small amounts (1-2k euros a month) that I can put it. I have been wondering what is a good approach in my case - put it all in a broad ETF of stocks as it has generally returned 8% long term adjusted for inflation or pick stocks. The former will grow always, unless capitalism fails, but generally slowly. The latter is riskier but it could outperform. The question is does it make sense to put the money in one diversified place or try to squeeze that outperfo