What is the enlightenment I'm supposed to attain after studying finite automata?
I have personally enjoyed several Aha! moments from studying basic automata theory. NFAs and DFAs form a microcosm for theoretical computer science as a whole. 


Does Non-determinism Lead to Efficiency? There are standard examples where the minimal deterministic automaton for a language is exponentially larger than a minimal non-deterministic automaton. Understanding this difference for Turing machines is at the core of (theoretical) computer science. NFAs and DFAs provide the simplest example I know where you can explicitly see the strict gap between determinism and non-determinism.
Computability != Complexity. NFAs and DFAs both represent regular languages and are equivalent in what they compute. They differ in how they compute. 
Machines Refine Languages. This is a different take on what we compute and how we compute. You can think of computable languages (and functions) as defining an equivalence class of automata. This is a fundamental perspective change in TCS, where we focus not just on the what, but the how of computation and try to choose the right 'how' when designing an algorithm or understand the space of different how's in studying complexity classes.
The Value of Canonical Representation. DFAs are the quintessential example of a data-structure admitting a canonical representation. Every regular language has a unique, minimal DFA. This means that given a minimal DFA, important operations like language inclusion, complementation, and checking acceptance of a word become trivial. Devising and exploiting canonical representations is a useful trick when developing algorithms.
The Absence of Canonical Representations. There is no well accepted canonical representation of regular expressions or NFA. So, despite the point above, canonical representations do not always exist. You will see this point in many different areas in computer science. (for example, propositional logic formulae also do not have canonical representations, while ROBDDs do).
The Cost of a Canonical Representation. You can even understand the difference between NFAs and DFAs as an algorithmic no-free-lunch theorem. If we want to check language inclusion between, or complement an NFA, you can determinize and minimize it and continue from there. However, this "reduction" operation comes at a cost. You will see examples of canonization at a cost in several other areas of computer science.
Infinite != Undecidable. A common misconception is that problems of an infinitary nature are inherently undecidable. Regular languages contain infinitely many strings and yet have several decidable properties. The theory of regular languages shows you that infinity alone is not the source of undecidability.
Hold Infinity in the Palm of Your Automaton. You can view a finite automaton purely as a data-structure for representing infinite sets. An ROBDD is a data-structure for representing Boolean functions, which you can understand as representing finite sets. A finite-automaton is a natural, infinitary extension of an ROBDD. 
The Humble Processor. A modern processor has a lot in it, but you can understand it as a finite automaton. Just this realisation made computer architecture and processor design far less intimidating to me. It also shows that, in practice, if you structure and manipulate your states carefully, you can get very far with finite automata.
The Algebraic Perspective. Regular languages form a syntactic monoid and can be studied from that perspective. More generally, you can in later studies also ask, what is the right algebraic structure corresponding to some computational problem.  
The Combinatorial Perspective. A finite-automaton is a labelled graph. Checking if a word is accepted reduces to finding a path in a labelled graph. Automata algorithms amount to graph transformations. Understanding the structure of automata for various sub-families of regular languages is an active research area.
The Algebra-Language-Combinatorics love triangle. The Myhill-Nerode theorem allows you to start with a language and generate an automaton or a syntactic monoid. Mathematically, we obtain a translation between very different types of mathematical objects. It is useful to keep such translations in mind and look for them in other areas of computer science, and to move between them depending on your application.
Mathematics is the Language of Big-Pictures. Regular languages can be characterised by NFAs (graphs), regular expressions (formal grammar), read-only Turing machines (machine), syntactic monoids (algebra), Kleene algebras (algebra), monadic second-order logic, etc. The more general phenomenon is that important, enduring concepts have many different mathematical characterizations, each of which brings different flavours to our understanding of the idea.
Lemmas for the Working Mathematician. The Pumping Lemma is a great example of a theoretical tool that you can leverage to solve different problems. Working with Lemmas is good practice for trying to build upon existing results.
Necessary != Sufficient. The Myhill-Nerode theorem gives you necessary and sufficient conditions for a language to be regular. The Pumping Lemma gives us necessary conditions. Comparing the two and using them in different situations helped me understand the difference between necessary and sufficient conditions in mathematical practice. I also learnt that a reusable necessary and sufficient condition is a luxury. 
The Programming Language Perspective. Regular expressions are a simple and beautiful example of a programming language. In concatenation, you have an analogue of sequential composition and in Kleene star, you have the analogue of iteration. In defining the syntax and semantics of regular expressions, you make a baby step in the direction of programming language theory by seeing inductive definitions and compositional semantics.
The Compiler Perspective. The translation from a regular expression to a finite automaton is also a simple, theoretical compiler. You can see the difference between parsing, intermediate-code generation, and compiler optimizations, because of the difference in reading a regular expression, generating an automaton, and then minimizing/determinizing the automaton.
The Power of Iteration. In seeing what you can do in a finite-automaton with a loop and one without, you can appreciate the power of iteration. This can help understanding differences between circuits and machines, or between classical logics and fixed point logics.
Algebra and Coalgebra. Regular languages form a syntactic monoid, which is an algebraic structure. Finite automata form what in the language of category theory is called a coalgebra. In the case of a deterministic automaton, we can easily move between an algebraic and a coalgebraic representation, but in the case of NFAs, this is not so easy. 
The Arithmetic Perspective. There is a deep connection between computation and number-theory. You may choose to understand this as a statement about the power of number theory, and/or the universality of computation. You usually know that finite automata can recognize an even number of symbols, and that they cannot count enough to match parenthesis. But how much arithmetic are they capable of? Finite automata can decide Presburger arithmetic formulae. The simplest decision procedure I know for Presburger arithmetic reduces a formula to an automaton. This is one glimpse from which you can progress to Hilbert's 10th problem and it's resolution which led to discovery of a connection between Diophantine equations and Turing machines. 
The Logical Perspective. Computation can be understood from a purely logical perspective. Finite automata can be characterised by weak, monadic second order logic over finite words. This is my favourite, non-trivial example of a logical characterisation of a computational device. Descriptive complexity theory shows that many complexity classes have purely logical characterisations too.
Finite Automata are Hiding in Places you Never Imagined.  (Hat-tip to Martin Berger's comment on the connection to coding theory) The 2011 Nobel Prize in Chemistry was given to the discovery of quasi-crystals. The mathematics behind quasi-crystals is connected to aperiodic tilings. One specific aperiodic tiling of the plane is called the Cartwheel Tiling, which consists of a kite shape and a bow-tie shape. You can encode these shapes in terms of 0s and 1s and then study properties of these sequences, which code sequences of patterns. In fact, if you map 0 to 01 and 1 to 0, and repeatedly apply this map to the digit 0, you will get, 0, 01, 010, 01001, etc. Observe that the lengths of these strings follow the Fibonacci sequence. Words generated in this manner are called Fibonacci words. Certain shape sequences observed in Penrose tilings can be coded as Fibonacci words. Such words have been studied from an automat-theoretic perspective, and guess what, some families of words are accepted by finite automata, and even provide examples of worst-case behaviour for standard algorithms such as Hopcroft's minimization algorithm. Please tell me you are dizzy.


I could go on.(And on.)* I find it useful to have automata in the back of my head and recall them every now and then to understand a new concept or to gain intuition about high-level mathematical ideas. I doubt that everything I mention above can be communicated in the first few lectures of a course, or even in a first course. These are long-term rewards based on an initial investment made in the initial lectures of an automata theory course.

To address your title: I don't always seek enlightenment, but when I do, I prefer finite automata. Stay thirsty, my friend.