Often in gaming, characters are faced with options that are Obviously Bad Ideas, whether in terms of a plot hook, a magic item, a bargain of some kind, or a button that just begs to be pushed. Some characters are rational and cautious, and avoid such involvement; probably the most classic case of this is Call of Cthulhu investigators burning every book they find, unread, in a laughable attempt to forestall their doom. In my experience, such characters generally also can't understand why another character would make the opposite choice to investigate, to push buttons, to make deals. The most extreme cases of this type have little option but to retire from adventuring, as total non-involvement is rational, safe, and boring.
On the other hand, every game has button-pushin' apple-biters (as
we called them in King's Gate); these characters vary widely by
degrees. Sometimes they're doing this because they don't care about the
consequences (a significant subset of these are outright evil characters
making dark bargains). Sometimes they're bored and looking for
excitement. Sometimes they think they've got a handle on the situation
(sometimes they're right).
On the gripping hand, you have the GM's view of the whole
situation. Because the GM is equipped with perfect knowledge of the
situation, this view is both nuanced and necessarily correct,
and that leads to a new set of conflicts and problems. GMs can fall
into thinking of something Obviously Bad as Obviously To Be Avoided.
From this stance, it logically follows that the character is foolish to
get involved with whatever it is, and then that foolishness should be
punished so as to teach a lesson. (Sometimes this is the correct
response on the GM's part, so that characters won't do increasingly
ridiculous or obnoxious shit.) GMs can also be baffled by the
character's conclusion that Obviously Bad means Obviously To Be Avoided -
these GMs quickly become frustrated with the PCs' refusal to pursue any of their delicious plot hooks, especially those hooks that the GM has dressed up with evocative, creepy stories.
From the GM's perspective, this can look like the player doesn't trust
the GM not to use every choice as a chance to screw the character and
wreck the player's fun.
The consequences of these differences in view can be
problematic, leading to more bickering and recrimination than engaging
conflict. The thing is, narrative structure demands that consequences
involve conflict and problems, and the nature of non-solo roleplaying is
that one character's problems splash onto other characters as well. The
character saying I told you so! is also suffering some of the brunt of the conflict, and as often as not this only heightens the bickering.
When players are sufficiently afraid of the weird things
the GM puts into the world, survival instinct trumps curiosity.
Characters stop engaging with the world, because they believe that only
bad things can happen to them as a result. Years of gaming with
rat-bastard GMs of many stripes has bred a very strong strain of this
approach into gamers. This response is well-supported in fiction - it's called "refusing the call to adventure," and in gaming it's a roadblock to actually getting to the fun.
At the other extreme, there are players who have
no fear whatsoever of consequences to their characters... or anyone
else's character. "Damn the torpedoes, full speed ahead!" is a general
guideline to this school of thought, and taken to its extreme it is a
very selfish playstyle, bringing down consequences on everyone around
them - consequences the GM must carry out, because actions
without consequences ruin games in yet another, different way. Those
consequences are a key part of the social contract between GMs and
There is, in short, a very difficult balance to strike here. The
most important thing is variety, and making sure that that variety
reaches all of the characters. You want players to have to think,
consider, and possibly look for more information when they come across a
mystery, a magic item, or a button to push - if they don't have to
think about it one way or the other, it wasn't really a choice, and the
essence of all roleplaying games is choice and consequence. The balance, then, is between trust and fear - trust that
there are good things out there, and it's okay to explore the world and
see what happens; and fear for your character's safety. It's the same
kind of trust that readers put in writers when they bother to become
invested in characters, and the same kind of fear for the characters we
care about that gives tension to the conflicts. (Pro tip: if you're reading A Song of Ice and Fire, you should trust GRRM to create an interesting ride along the way, and trust
that he is going to murder several of your favorite characters in the
most horrible ways possible by the end, while still enjoying the tension
along the way. The demise of your favorite character is a foregone conclusion.)
Sometimes, too, I think it's important to write plotlines such
that curiosity and investigation are not only rewarded, but prove to be
the way forward when other avenues have been exhausted. If it convinced players to look for a new path rather than continuing in a course that is frustrating them, that would be a great victory for almost any game.