I am not the expert here, but I think if you understand the grammatical use of a colon, you'll understand that two colons in one sentence doesn't make much sense (i.e. colons do not attract colons; they should repel each other). You are putting a list within a list, a complete clause within a complete clause, or a quote within a quote. (If your quote has a colon it it, that's another thing.)
(Please take the following with a generous helping of salt.) Technically, you would be a colonophile. I think this habit reflects more the unique way in which you relate with words, ideas, and their connections. In your mind, you probably want to make strong connections between your ideas, and putting a period at the end of a complete thought weakens it's connection to the next thought you want to convey, etc. You also may be more interactive with language modules than the average person, that is, you may be able to juggle more modules together in your mind without feeling cluttered. The average reader doesn't like this. That's why the average reader won't be greatly attracted to James Joyce's Ulysses.
You might find this site on Psycholinguistics interesting.