There is a difference between having knowledge and being certain of our knowledge. When in doubt we should ask! There is nothing wrong in that!
When we are certain of our knowledge, we come to appreciate the blessing of Islam. We know Allah is there, He sent us the messengers (saw), but it also give us the certainty that the rewards Allah (swt) has promised us are true.
Yaqeen (certainty) is something that we know because we have seen the reality in our life. The reasons many of us find it difficult to strengthen our relationship with Allah is not because we do not know Allah, it is because of certainty. At times in our heart we doubt that Allah will make us accountable for our actions.