I used to play quests blind, but with my limited free time I can't afford to do that any more. I might only have one chance to play a quest, before other responsibilities take priority. I don't want to waste a game where I have absolutely no chance to win. If only a bear didn't have to slay trolls to pay the bills...
I still love the surprise of playing blind... even though that exactly what you says often happens to me... not sure if this means I'm a slow learner or really love surprises!