When you applied for your Schengen visa, you had to explain the premise of your visit and to provide supporting documentation. If you try to use your visa for a completely different purpose, you may be refused entry.
Example: If you have a single entry Schengen visa for all states from Italy for a tourist trip to Italy and Greece and show up at the Russian-Norwegian border, there may be questions. Unless you live in northern Russia, then going through Norway could be reasonable.
When you are in the Schengen area, there are usually no internal border controls. You can enter any Schengen state which broadly matches the premise of your trip.
Example: If you have a single-entry Schengen visa for all states from Austria for a study trip to Austria, you can decide to enter the Schengen area at Frankfurt airport in Germany, take an internal Schengen flight to Austria, do weekend trips to Switzerland and back to Germany, as long as the main purpose of your visit is still the study visit in Austria. That is all a single entry to the Schengen area.