Cold messages to people in my field, do they work?

I want to talk to people in a new field but I hate cold messages. It has been weighing on me all week. I want advice, not a job directly. What did you ask?

I asked what they wish they had known at my stage. People enjoy answering that.

Follow up with a thank-you and a short update. One of my chats led to a referral a month later.