Curiousity and the Cat

So there is that old saying that "curiousity killed the cat", right? This is in reference to the thought that sometimes if we are too curious, we can cause problems. So is that true? Is it bad to ask questions and want to know? I know that there are certainly times when it is a bit much. Alex is famous for asking a billion questions. I can remember one trip where our friend Sarah put a rule in place where he could ask 6 questions and then he had to do something else for an hour or something like that. It worked for that time.
So does asking questions really cause problems? I have always said (in job interviews, etc) that if I don't know I will ask. I am not afraid to ask questions (maybe that is where Alex gets it from?) and have always felt that my acceptance of what I know and what I don't know is a strength.
Today, however, I experienced something where it seemed to be a problem that I wanted to know or understand something. I wanted to know how to do something. I found out but wanted to find out how I could have figured it out on my own. This sparked a pretty awkward situation at work where the person who knew and the person who was trying to help me figure out how to avoid this in the future. I felt bad and responsible since I had been the one with the answer and yet had still wanted to pursue it further. My intentions had been to avoid future questions and I have found that talking through the steps helps me.
So did curiousity cause this? Should I have just been content with the answer that I had been given or was it a big deal to take it further?
Sure caused a weird situation. Guess if I knew everything it wouldn't have been an issue. Not that I will be attaining that any time soon.