Not knowing where you're going

I've been reading John Cleese's book, Creativity: A Short and Cheerful Guide. It's a short and easy to read. The writing style and layout seem to give the ideas room to breathe. I wish more non-fiction books were written and laid out like this.

One idea in the book that stood out to me was about making mistakes:

When you’re being creative there is no such thing as a mistake.

The reason is very simple: you can’t possibly know if you are going down a wrong avenue until you’ve gone down it. So, if you have an idea, you must follow your line of thought to the end to see whether it’s likely to be useful or not. You must explore, without necessarily knowing where you’re going. As Einstein once pointed out, if we know what we’re doing when we’re investigating something, then it’s not research!

When you're coming up with ideas and exploring, you must embrace that feeling of the unknown. That's the point.