The hardest thing for humans to do, it seems, is to settle for not-knowing. Just accepting lack of knowledge. Living with the unanswered question. As seaahill mentions, storytelling is in the blood. We inevitably take a bucket of facts and no matter how discordant thy are, we find a story that makes them fit. Inference to the cause.
I'm working on just accepting the not-knowing.
My sense is many (most?) thoughtful people who recognize they don't know, do accept it, but realize you need to make choices in life based on how you make sense of the world. The reasons for using certain materials to build a bridge are of a different sort from those used in deciding whether to risk your life for your country, help a neighbor in need, choose not to stick it to a co-worker to get ahead.
There is a wonderful book that won a Pulitzer prize, the Denial of Death, by Ernest Becker. He summarizes the thinking of Otto Rank, who basically said that personality is an outgrowth of the infant's core need to build myths so as to deny the risk of death -- the infant cries and he's fed -- and that we continue to build those myths in every aspect of our lives to give us the illusion we're in control and that death isn't randomly waiting to strike. My one line summary doesn't capture how powerful the book is, every page is filled with insights. He ends the book by saying that being heroic is accepting the irrationality of life, but acting right regardless. I don't think that that's heroic, but I think it's the way most of us live our lives regardless of which stories we tell (or don't tell) ourselves, though we regularly fail to live up to what's right.
Contra BD, knowing and not knowing is not either/or, it's a continuum. Belief or certain knowledge is overrated. We have to act every moment, every day, and to plan for our futures. Many may be on auto-pilot. But authentic living is using reason, however imperfect, to guide our actions.
Living with uncertainty is a bitch. Though uncertainty is all there is. I completely agree about knowing vs not knowing. We tend to think in binary categories, but there are a few more possibilities. Nagarjuna's logic operates in a tetra-lemma (as opposed to a dilemma in Western logic). In that view the answer to a binary question can be "yes', "no", "yes and no" and "neither yes nor not yes". Something like this anyway.
There are many layers to reality. Looking at Van Gogh's painting one person can see a piece of canvas with oil based pigments scattered across it, another - a piece of art, yet another (an Ethiopian villager, for instance) a piece of cloth useful for wrapping stuff in. All of them are correct. Another aspect is the distance and perspective. The same painting under a microscope is one thing, another at a distance of three meters and a spot of color from one mile away. Which illustrates that we cannot appreciate anything - events in particular - without due perspective, which more often than not is not visible to us at the time of the event. Or, in other words, all news is good news. Victor Frankl talked about it at length.
As far as decision making is concerned, this is a can of worms. Are we deciding to do something based on the best information available? Or are we explaining our actions, arising from the dark depth of the subconscious, by seeking an explanation for what we have done and then retrospectively fitting it in, convinced that it was exactly as it happened. A lot of research points at the latter. Free will may well be an illusion. As well as identity. As well as consciousness as we perceive it.