If He had made the world a complete and utter mystery, we would have no path to know Him. And if all would fit together like a neat and tidy grandfather clock, we would not know that there is anything more to know.

So He took His raw, unknowable Will and cloaked it in wisdom, and through that wisdom a world was formed. And in that world, we sentient beings are drawn to the wisdom—only to find ourselves engulfed within an unfathomable ocean of wonders.

Now it is within the mind’s grasp to know that no thought can grasp Him.

Likkutei Sichot, vol. 6, page 21, and sources cited in footnotes there.