There's something to be said for philosophy.

Long before you start making systematic observations and organizing them into testable hypotheses you first have to make the leap of faith that that program is worthwhile in the first place. If the Universe is the product of capricious gods who can continuously change the rules on us just to fuck with our minds, then there is no point in doing anything at all. We just have to kiss their ass and hope for the best.

2500 years ago the Pre-Socratic philosophers of Ionia came up with the idea of Nature, an external reality that existed independently of us and that was amenable to investigation and reason. There was a universe out there independent of our consciousness, and that it operated on rules which could be determined. It might be ultimately unknowable due to our own limitations or it might be capable of multiple and equally valid interpretations, but even the gods, if they existed at all, had to play the game by the same rules we did. They were the first to come up with this idea, and to this day, not everyone has fully accepted it. We still don't know for sure they were right, but at least, that program does seem to be yielding practical results, so it seems worthwhile sticking with it for the time being.

There is a story, probably apocryphal, that Einstein was once asked why he had spent so much time and effort in the later years of his life trying to come up with a Unified Field Theory that would unite the fundamental forces and reconcile Relativity and the Quantum. There was, after all, no guarantee that he would find it, or even that the search for it wasn't just an infinite maze of blind alleys and a waste of time. His reply was that he had already made his fortune and secured his place in history, and he could afford to throw himself into an enterprise that might never lead anywhere. This would allow younger, and perhaps brighter, young physicists the opportunity to tackle questions that had a better hope of a solution, so they could build their careers doing truly useful and interesting work.

What a perfect combination of the completely speculative and theoretical, and the fiercely practical.