"And when the seven among four thousand, how many baskets full of fragments took ye up? And they said, Seven. And He said unto them, How is it that ye do not understand?" (Mark 8:20-21, emphasis mine)
Almost a rhetorical-sounding question. Think about it though. Unless you were looking hard enough, you would have missed Jesus and all He stood for. The same goes for now, I might add. But think about the singularity of His life, walking around, the fulfillment of every prophecy up till then and... (whispering) He just passed by you and had no idea who it was. Of course He could ask of His disciples what He did—because they'd never seen anything like it.
"Then the Spirit said unto Philip, Go near, and join thyself to this chariot. And Philip ran thither to him, and heard him read the prophet Esaias, and said, Understandest thou what thou readest?"
"And he said, How can I, except some man should guide me?" (Acts 8:29-31) Or the Holy Spirit, you know.
I can imagine much of Jesus's life was a complete mystery to onlookers. Think about it: How could you know all you do now of the Lord, merely having grown up with Him or by seeing Him preach by the seashore? All the ways and means of the Christian life as it pertains to the things you encounter? Granted, I might be synopsizing His thirty-three earthly years with an ad hoc soundbite in retrospect. Jesus did everything correctly and everywhere He went and every individual He was led to interact with (by the same Holy Spirit that "said unto Philip...") was exactly what His Father would have Him do at that moment. And then He died. And rose again. And now what? I find it amazing to have this collection of letters, penned (dictated at least) by one man—Paul—that, when taken together form an exceptional backbone for living the Christian life. It's the backbone. The finer points of Paul's writings just happen to flow with God's will and as you meditate and walk in what he wrote, you'll find God is still happy with you (yes). It's so simple. We have Jesus. We have Paul. "We also are compassed about with so great a cloud of witnesses..." (Hebrews 12:1) In other words, the Gospel has spread into the hearts and minds of billions of people the world over for thousands of years. But until you delve into these words and ideas and give your heart up to the Lord, it's all an impenetrable mystery. Except! We have the Holy Spirit:
"These things have I spoken unto you, being yet present with you. But the Comforter, which is the Holy Ghost, whom the Father will send in my name, He shall teach you all things, and bring all things to your remembrance, whatsoever I have said unto you." (John 14:26)
There are layers of depth I can't begin to fathom around why Jesus had to leave and in so doing was able to give us the Holy Spirit. Granted, these layers are graspable but only with Him. And so it would seem it's a complete circuit. Life isn't just about accruing knowledge or learning all you can about all you can. It's about knowing Jesus. And until you receive the Holy Spirit, He (Jesus) will remain an enigma.
"Wisdom is the principal thing; therefore get wisdom: and with all thy getting get understanding." (Proverbs 4:7)
Understand first that He loves you. And everything else will slowly interlock and fall into place.