"For I desire steadfast love and not sacrifice, the knowledge of God rather than burnt offerings." (Hosea 6:6, ESV).
As I write this devotional dozens of my favorite theologians line my bookshelves. Next to Scripture itself, studying theology is my favorite activity. The word theology simply means "the study of God" (and, by implication, "the study of divine matters"). It first appears in Plato's Republic where it referred to the individual ('theologian') who engaged in concentrated, purposeful study of divine things.
However, the word theology is found nowhere in Scripture. The Old Testament, written in Hebrew, instead uses the phrase 'knowledge of God'. To the men and women of the Biblical world, God was not an object to be studied, but rather a person to be known. Bruce Waltke says this phrase "denotes a personal understanding of truth and commitment to God." Of course, to really know someone involves study. When I was dating my wife, and especially after we were newly married, I remember just sitting and watching her. I delighted in discovering the little things about her like the way she tossed her hair and the sound of her laughter. To claim to have a relationship with God, yet having no desire to learn more about Him, is the definition of delusional. Yet, unlike the Greek word theology, the Hebrew phrase knowledge of God cannot be reduced to cold, abstract facts. To have a knowledge of God is to experience life, fullness, and joy. It is to have a solidly-rooted identity in the Creator of the universe, in whose image we are made. The phrase describes the person who has met--and therefore has been forever changed--by the Lord of Hosts.
Study theology. But by all means strive to know Him.