The funny thing is that often I won't realize I'm hunting down some piece of information until I find it, and the annoying tickle at the base of my brain turns into aha! or ah.... In other words, it isn't always a conscious decision to figure something out or find an explanation for something that makes sense.
But either way, it gives me secret glee. I think that's why I'm good at troubleshooting computer problems - the combination of a tenacious inability to let a problem go with a venue where there really is a logical explanation for everything that happens.