There wasn't really a time in the past when people didn't know what the stars were. They always had a view of the world that was complete internally, including "what are stars" knowledge.
Even science, in the philosophically ideal sense, works by theories overtaking earlier theories. We don't go from unknowledge to knowledge. We go from bad knowledge to better, truer knowledge over time.
Interestingly, science in the squishier sense does have more ability to recognize holes in knowledge. Physics has distinct holes in its knowledge base that they are trying to answer. As a human, deciding to do an experiment or study something requires a "we don't know" posture. Epistemologically though, science doesn't have this posture.
It totally falls apart as you distance from hard sciences though. They don't tend to have "quantum theory of gravity" like holes that they are trying to fill.