Is there a proverb to the effect of “Ignorance is not bliss”?
Suppose you discover you have a brain tumor. You are terrified by the sudden danger -- you thought you were in perfect health!
While having the tumor is certainly bad, discovering it is certainly good. Now that we know about it we can treat it. That is much better than not discovering until it suddenly kills you.
Is there a proverb to capture this idea?
Edit: Changed the title to be more specific. I am looking for something to the effect of "While knowledge of a bad thing might bring grief, it is better to know the knowledge than spare yourself the grief."
Prior knowledge of possible dangers or problems gives one a tactical advantage.
Though it doesn't specifically reference the grief that such knowledge might bring, it is very frequently used in the kind of situation you describe.
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