not knowing! i mean.. you can always keep on trying to achieve whatever you want, even if it takes a lot of time and effort, but at least you have the possibility of doing so, if you don't know what you want you can't even try..!
If you don't achieve what you want, you can always gain experience from trying. If you don't know what you want, what do you get experience from? And isn't experience the good thing about quests, in the end? What makes you level up?
Think not knowing what you want is worse cause, you might find what you really want in a pretty long time, maybe even never, and miss things in your life, for various reasons. But when you know what you want, you just have to find the courage and the will to achieve your goal.