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.