I think this is a tough question, because every time the moment you know for sure that you know one thing, you realize that you don't know anything about it, not to say that whether you should know it or not. I guess modernists would say that "that's why we have to explore", but then we still don't know that whether it is the thing we should know or not. I think postmodernists would say that there is nothing that you should expect it to be, so the question is dismissed. I'm not sure whether Wittgenstein said about this or not. In Hermann Hesse's Siddhartha, it seems that Buddhism is an answer for such a question.
But in short, how do I know what I should know?