Recent research has identified that there is a direct correlation between curiosity and our ability more deeply know and remember, that is to have Deeper Learning.
According to a study 
published in 2014, a state of curiosity releases dopamine, a neural transmitter that allows us to better retain information.
As the lead author, Dr. Matthias Gruber, of University of California at Davis, described it, "Curiosity may put the brain in a state that allows it to learn and retain any kind of information, like a vortex that sucks in what you are motivated to learn, and also everything around it."
Related thoughts here: Curiosity and the Genius Hour