why?

On Wednesday my day is full of various lectures and today's unofficial theme was "where is the evidence?" as various lecturers examined commonly held beliefs and looked at the data (or lack thereof) regarding several different topics in Psychiatry. One lecture centered around the notion that chronic stress can cause damage to the human brain (don't stress out about this) and the lecturer said "you should always ask for the proof and research behind any assumption" as we reviewed some fascinating research that did show those with chronic stress did have increased rates of memory difficulties as they aged.
But it was her statement that we should "question everything" that got me thinking, not in a medical context per se as it is beneficial for people to research and ask questions to better the lives of others as evidenced-based medical practices mean better lives for those treated, but what about our life in general...as I see my unborn child growing on a seemingly daily basis. (As a side note he or she had the hiccups yesterday, how cool is that?)
In 1 Thessalonians 5 Paul ends the chapter with some short Twitter-like versus when he instructs us to:¹⁶Rejoice evermore.¹⁷Pray without ceasing.¹⁸In every thing give thanks: for this is the will of God in Christ Jesus concerning you.¹⁹Quench not the Spirit.²⁰Despise not prophesyings.²¹Prove all things; hold fast that which is good.²²Abstain from all appearance of evil.
Verse 21 grabbed my attention in this world of "if it feels good do it." Paul encourages us to search things out and at the end cling to that which is good.
What about us? Are we seeking the Lord's direction in our prayer and daily readings for the big and small things which then directs our course of action? Can we answer the why questions with a solid affirmation that it is of God? Do we have the faith to trust the Lord even if we don't have several journal articles full of answers?