Eph 1:17 that the God of our Lord Jesus Christ, the Father of glory, may give you the Spirit of wisdom and of revelation in the knowledge of him,
Jesus opened His disciples hearts to understand His message. Paul prays that God make the believers in Ephesus wise unto salvation, and revealing to them the deep things of God. He is here speaking of that wisdom and revelation which are common to all real Christians.
Paul offers similar prayer to the Church in Colossi, (Col 1:9-) besides James (Jam 3:13-18). This prayer, as in Colossians 2, is to bring understanding of the fullness of the gospel, along with an inner encouragement and shared love, and to mark mature believers who enjoy the assurance of salvation.
These lead to spiritual growth, evidenced with great love for God’s word, more obedience, strong doctrinal foundation, an expanding faith, and a greater love for others.
You can’t know the things of God by self, it is only possible by praying that He may open your understanding of the Bible and application of it.