The proverbial story line of searching and eventually finding what was lost in one's own backyard is likely as old as human story-telling itself.  Yet, we see it played out again and again and most of us are guilty of it, especially if we are searchers of any kind.  Admittedly, it is a kind of catch-22.  The nudge to look beyond what is present and has been presented is a calling.  It is your higher-self indicating that there is more than meets the eye, that perhaps all that you have been lead to believe doesn't quite add up, which means that something else likely does.

So the searcher, the pilgrim, wants more out of life, isn't satisfied with being static and stale.  This is a good thing.  So we look.  We ask questions, try new things, read, ask more questions, study/train with those we think have this elusive knowledge, read some more, and continue searching.  However, as the story goes, what we are looking for is already present.  Jesus variously told His followers that the Kingdom was 'at hand', 'among you', and 'within you'.  They were looking for a divine manifestation to deliver them, to restore their kingdom.  Though many missed the message (and still do), He simply told them that they (we) each are the divine manifestation and that the real kingdom is within each person, and so at hand.

Again, it is a catch-22.  Dissatisfaction is the beginning of wisdom.  The only way to true and lasting peace is to follow the urge.  And at the same time, the peace that is sought is the very essence of the one who searches.  At some point we realize that peace/wisdom/truth is within and thus among us, and as such is at hand this very moment.  The key to optimizing the search and avoiding samsara is to remember why we started in the first place.  Attachment to the process, the teaching, reading, yoga, dissatisfied wandering, is just more of the same.  In the end it's a different brand of suffering.  At some point we may find that Truth, while available to all, is individual and unique.  To make the search worthwhile we must abide in the moon and not the finger.  At which point we might say, "I could have just done this to begin with".  Yeah, but not really.

"The primary obstacle to spiritual awakening is the flawed perception of one's essence of being.  Instead of thinking and acting as a mere physical creature, decisively think and act as the immortal, spiritual being you are.  Don't allow yourself to be limited by an illusional sense of self or by modified states of mind and consciousness.  Instead of wasting time and effort endeavoring to overcome nonuseful habits of thinking and behaving, discard them.  Concentrate your attention and actions on matters which enhance your life."
Roy Eugene Davis, Absolute Knowledge that Liberates Consciousness pp 52.
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"Wisdom is not the accumulation of knowledge and experience, wisdom is not acquired from books, from ceremonies, or by compulsion. Wisdom comes into being only when there is freedom of the mind, and a still mind will find the timeless, which is the immeasurable come into being. That state is not a state of experience; it is not a state to be remembered. What you remember, you will repeat, and the immeasurable is not repeatable, it cannot be cultivated. The mind must be moved to receive it afresh each time, and a mind that accumulates knowledge, virtue, is incapable of receiving the eternal."
~ J. Krishnamurti.