Possible answer: To know who you are, to know where you are, to understand your feelings, your culture; to find clues about what's happening, and what it all means.
So, you know, weird shit happens, and you can say: "This is all so Shakespearean." Or, "I feel like I'm stuck in a Beckett play." Or, "Is this a David Lynch movie?" You think of George Orwell, Hunter S. Thompson, William Gibson, Stanely Kubrick, William Burroughs, Harold Pinter, PT Anderson, Kurt Vonnegut and well, you try to puzzle it all out.
