Just read two interesting articles on learning. They both talk about the psychology behind curiosity (or the lack thereof) and how we learn from life experience. The first is a story from Ramit about learning to cut an onion. The second is a discussion about curiosity from a psychological viewpoint (masquerading as a discussion on computer languages).
I can't count the number of times that I've seen people do exactly what Ramit talks about. I think the most obvious examples to me have had to do with project planning. So many people in the IT field end up doing planning without any sort of education. They get asked to estimate tasks or labor, and they just go off and (basically) guess. Yet, no matter how many times their estimates are wildly off, few of them even realize how bad they are at planning, let alone try to improve their skills.
I was recently involved in estimating work for a small piece of a project. One of the veterans of the project shot from the hip and estimated 480 hours. But, after I led the team through creating a task schedule and work estimate using a project planning tool, we came up with 840 hours. If we had used the veteran's estimate, we would have overspent our labor budget by 57%! Yet he characterized the two estimates as being "very close together" and was satisfied that our team estimate validated what he had originially told management.
This is a scenario I see replayed time and again - leading many projects into over-budget conditions that would have been foreseen if people could just ask instead of guess!
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