One thing that served me well, I think, was ambition. Even before I went to college, when I was first falling in love with philosophy, my goal was to solve it. I wanted my worldview to make sense, dammit, and not be full of contradictions and incoherencies and "we don't ask that question" moments. Most of the philosophers regarded as great (Leibniz, Russell, Lewis, etc.) were grand systematizers who attempted to have an answer to everything, and were not satisfied with paradoxes/contradictions/incoherencies/articles-of-faith anywhere. Alas, no one so far has been able to succeed at this ambition, but nevertheless I think I learned so much more, and came to beliefs that are so much better, because of it.
Why? Well, one reason (though probably not the only reason) is that it helped me prioritize. It helped me move on from interesting-but-not-that-important puzzles and go for the Big Questions. And go straight for the throat instead of lollygagging.
The experience of trying to construct a coherent, non-contradictory complete worldview, only to encounter some new problem or puzzle that brings it crashing down, repeatedly is perhaps analogous to the experience of trying to construct a hypothesis about how celestial bodies move, or how optics works, or something, that can accurately predict all the data from all your experiments.