Friedrich Nietzsche (1844-1900) explored many subjects, perhaps the most important was himself.
A Farnam Street member directed me to the passage below, written by Richard Schacht in the introduction to Nietzsche: Human, All Too Human: A Book for Free Spirits.
If we are to make something worthwhile of ourselves, we have to take a good hard look at ourselves. And this, for Nietzsche, means many things. It means looking at ourselves in the light of everything we can learn about the world and ourselves from the natural sciences — most emphatically including evolutionary biology, physiology and even medical science. It also means looking at ourselves in the light of everything we can learn about human life from history, from the social sciences, from the study of arts, religions, literatures, mores and other features of various cultures. It further means attending to human conduct on different levels of human interaction, to the relation between what people say and seem to think about themselves and what they do, to their reactions in different sorts of situations, and to everything about them that affords clues to what makes them tick. All of this, and more, is what Nietzsche is up to in Human, All Too Human. He is at once developing and employing the various perspectival techniques that seem to him to be relevant to the understanding of what we have come to be and what we have it in us to become. This involves gathering materials for a reinterpretation and reassessment of human life, making tentative efforts along those lines and then trying them out on other human phenomena both to put them to the test and to see what further light can be shed by doing so.
Nietzsche realized that mental models were the key to not only understanding the world but understanding ourselves. Understanding how the world works is the key making more effective decisions and gaining insights. However, its through the journey of discovery of these ideas, that we learn about ourselves. Most of us want to skip the work, so we skim the surface of not only knowledge but ourselves.