“I don’t want to know.”
“I’m better off not knowing.”
This may actually apply in some circumstances; e.g., if there’s a meteor hurtling toward your town, and you’re in your basement, folding laundry. Why experience those final moments of terror? Ignorance is preferred in this case, because suddenly experiencing death by meteorite is probably better than knowing it’s coming and waiting for it with a large towel over your head.
That’s probably the only time I can think of that it would be better not to have all the available information. Certainly, when writing a book, ignorance can result in the exact opposite of bliss. If you don’t know your craft, you need to learn it before deciding to write the Great American Novel. If you don’t know enough to capitalize the word “I” or proper names, if you can’t tell a noun from a verb, if you don’t know that each speaker change gets a new paragraph, if you . . . *shudder* . . . don’t know “to” from “too,” then no. Ignorance is the worst kind of hell, for your readers if no one else.
And if someone who does know offers to enlighten you? Take it. Become a sponge and absorb all the helpful information you can. Don’t presume to tell the helpful person you’d rather do it your way, when it’s obvious your way is wrong. It’s hard enough for someone to offer advice when they know feelings may be hurt; accept it for the loving gesture it is.