One way or another, I'm not that smart. I'm curious, and I'm simply lucky enough to be smarter than average. There's a big difference between luck/curiosity and sheer brilliance! To take the motion a step further, I'm curious partly because I make a point of cultivating this trait (how I was raised), and partly because I have ADHD.
Following my curiosity is a way of fighting off depression. It's also a way of dealing with anxiety. Learning will lead to solutions where you thought there could be none. Channeling fear to alert you or point you to what you don't know is ultimately healthy. Once it's done that, you can give it a nod and let it go. But there are costs to curiosity, as well.