Godel's incompleteness theorem had a profound affect on me that I find hard to quantify. I grew up starry eyed, thinking that our minds have virtually limitless capabilities and that mathematics could answer everything (naive, I know). Then I came across Russell's paradox and the incompleteness theorems and for the first time (late high school) got confronted by the limits of our 'tools' (with proof!). And then encountering Heisenberg's uncertainty principle was just depressing and I took to computer science.
I think better than just looking up seemingly random mathematical concepts is to go through the history of the development of set theory.