With the example of the mathematician, you can read it a number of different ways, but one of the things I took from it was the difference between a healthy curiosity and an unhealthy curiosity. It sounds to me that you have a healthy curiosity, and enjoy the mental stimulation of exploring the big questions. As long as it remains something you enjoy and you're still open to enjoying other things then you can't really go wrong. If you'd like to find kindred spirits that also enjoy thinking about the big questions, you can find plenty in the world of philosophy. I can recommend The School of Life as an enjoyable way to explore philosophy. As some examples, here are a couple of my favourites from TSoL:
Learning can be done for your own enjoyment, but what I would suggest is the mindset that many of us used to get us through school isn't likely to help with that. I think this video puts it well:
Related to this, here's a discussion about deschooling you may find interesting:
One last thing...
Best of luck!
Whilst I can see that you're looking into nihilism, it's worth knowing that nihilism isn't the only alternative to conventional views and religious dogma. To start this exploration, let's look at reincarnation. My favourite way to look at this is... If you eat an apple, has that apple been reincarnated as a human?