Some look at the scripture that states:

Test all things; hold fast what is good. -- 1 Thessalonians 5:21 (NKJV)

Out of context it seems that this verse indicates that we are allowed to test (or try out) anything to see what we should "hold fast".

However, this is not what Paul wrote. Paul was saying in the previous 2 verses:

Do not quench the Spirit. Do not despise prophecies. -- 1 Thessalonians 5:19-20 (NKJV)

Bible verse numbers were only added years after Paul wrote his letter. Paul intended us to read his letter like a letter, not as a telephone index.

In the context of this we can conclude that Paul is actually saying is:

That his readers should not quench the Spirit or despising His prophecies, but instead they should test all things (that was prophesized) and hold fast on the ones that are good (or valid).

Moses wrote:

The secret things belong to the Lord our God, but those things which are revealed belong to us and to our children forever, that we may do all the words of this law. -- Deuteronomy 29:29 (NKJV)

Knowing things we are not supposed to know is like playing with fire, because it will bring us into temptation to transgress against God.

In the book of Genesis we read the sad story where the enemy told Adam and Eve:

"God knows that in the day you eat of it your eyes will be opened, and you will be like God, knowing good and evil."

So when the woman saw that the tree was good for food, that it was pleasant to the eyes, and a tree desirable to make one wise, she took of its fruit and ate. She also gave to her husband with her, and he ate.

Then the eyes of both of them were opened, and they knew that they were naked; and they sewed fig leaves together and made themselves coverings.

-- Genesis 3:5-7 (NKJV)