The truth about the world, he said, is that anything is possible. Had you not seen it all from birth and thereby bled it of its strangeness it would appear to you for what it is, a hat trick in a medicine show, a fevered dream, a trance bepopulate with chimeras having neither analogue nor precedent, an itinerant carnival, a migratory tentshow whose ultimate destination after many a pitch in many a mudded field is unspeakable and calamitous beyond reckoning.
I would note that there is a difference between experiential knowledge and propositional or factual knowledge - you can read as many books about dance as you want, but none of them will tell you what it feels like to dance. In the same way, everyone sort of knows, on some level, that essentially everything about society is arbitrary. Your clothes, your food, your house, your job, everything is the result of path-dependent evolution that didn't have to end up how it did.
Ok, great, so you can know that just from using logic, but how can you feel it? Burning Man is one answer to that question. It lets you experience the "fevered dream" that is reality.