We are driven by this need to find answer to our questions.
Many questions arise from one's mind by experiencing new events or feelings, or having to sort out a cognitive dissonance. An example of this would be the need for victims to find the guilty.
When we can’t immediately gratify our desire to know, we become highly motivated to reach a concrete explanation. That motivation, in Kagan’s conception, lies at the heart of most other common motives: achievement, affiliation, power, and the like. We want to eliminate the distress of the unknown. We want, in other words, to achieve “cognitive closure.”
http://www.newyorker.com/online/blogs/elements/2013/04/why-we-need-answers.html
Going further, there is an intimate relationship between open mindedness and curiosity. Someone thinking he knows it all will never seek for new information or experiences; he will probably stick to denial to protect his intellectual integrity, his homeostasis. Most religions are providing a preconceived cognitive model to answer all that is beyond our understanding.
Skepticism is also correlated to curiosity, as it reopens questions many thought answered for years and it's the base of scientific research. Like Scott Peck (and probably many others) said, science is the religion of skepticism.
And I must say, the feeling of satisfaction is a great motivator for one to answer questions. These eureka moments, when you know you found something, is what drives me to solve problems. The Pleasure Of Finding Things Out is a great interview with Richard Feynman that will inspire many on the subject.
In conclusion, curiosity (and scientific research in general) is a cycle that arises when one connects dots when analyzing new answers, which most of the time leads to more unanswered questions.
- One makes connections with different sources of data
- Questions arises from these new connections
- Research is done until a plausible answer (rational and provable for scientists) is found
- One uses this new answers to explain some phenomenon, and then the cycle restarts
But not all questions can be answered, because there is an infinite amount of them in all directions. When we accept this fact, curiosity becomes voluntary based. We then have to choose which answers we are able to answer within our limited lifetime.