There's something in Sheldon's response we can all appreciate. Not knowings something is one thing. Nobody knows everything. Not knowing something that other people clearly know is frustrating. It makes you feel like an outsider.
But there is something else which comes up often. Apparently, it's rude to ask a magician how a trick is performed. And no one is quite sure why. I was performing a piece of magic impromptu last week for a small group. Someone asked how I did that, and another in the group chastised them quickly: "You're not supposed to ask that." And followed up with, "He won't tell you anyway."
If you asked your mechanic what he planned to do with your car and he said "you don't really need to know" or "not knowing is part of the fun" you would quickly seek a new mechanic. So why is it rude to ask a magician? I've always had a problem with this question.
Having spent most of my life in a teaching role, once as a martial arts instructor, a math tutor and now teaching children magic in hospitals, I think it's part of everyone's responsibility to society to encourage curiosity. "You don't need to know" or "you're better off not knowing" are simply bad answers.
I think it's important to remind people from time to time that it's perfectly alright to try really, really hard to figure out how piece of magic works. Curiosity is never a bad thing. But by not immediately satiating the curiosity, we allow that feeling to linger and be savoured. You'll fuss over the mystery of a magic trick far longer than you will over how your refrigerator works.
So try and figure it out.