The moral of the story then is to believe nothing! At least take everything with a grain of salt.
Seriously though, having an open mind and being willing to alter one's beliefs is likely the ticket to enlightenment. If you close your mind and stubbornly stick to your current beliefs, you automatically tune out any new evidence that could affect how you view things. How can anyone possibly grow when they deflect nutrition (for the mind)?
Yeap, the moral of the story is to accept ignorance. Much like Feynman said.
The more doubt one has the more they are able to change their views.