Jesus tells us that "the truth shall set you free" (John 8:32). I had a very interesting conversation with Richard Gale recently about this. Richard Gale expressed scepticism about the value of leading the examined life and of self-knowledge, and this led us to the idea that whether the truth indeed shall set us free, and whether knowledge of oneself will be a good thing, depends on what in fact the content of the truth is.
I find this very interesting (and the use I shall make of it is definitely not endorsed by Richard Gale). Suppose for instance the ultimate truth about us is that our lives are necessarily meaningless. In that case the truth will not set us free. If anything, our lives would be more bearable if they were lived by the fiction of meaning, nor can one consistently say "Maybe so, but freedom from social fictions is worth having", since if our lives are necessarily meaningless, there is no point to such freedom.
So it seems that in concluding that one should embark on the Socratic quest for self-knowledge and the truth about the deep things of life one is optimistically supposing that the probability of finding soul-crushing despair is not so great as to make the quest too risky.
I think one is right to have this kind of optimism, but justifying it is not so easy. One might reason like this: Either theism or naturalism is true. If theism is true, the truth about the deep things of life is probably very much worth having. If naturalism is true, then probably neither knowledge nor ignorance has great significance. And then one applies something like Pascal's Wager.