From Irvin D. Yalom's Existential Psychotherapy:
As nature abhors a vacuum, we humans abhor uncertainty. One of the tasks of the therapist is to increase the patient's sense of certainty and mastery. It is a matter of no small importance that one be able to explain and order the events in our lives into some coherent and predictable pattern. To name something, to locate its place in a causal sequence, is to begin to experience it as under our control. No longer, then, is our internal experience or behavior frightening, alien or out of control; instead, we behave (or have a particular inner experience) because of something we can name or identify. The '"because" offers one mastery (or a sense of mastery that phenomenologically is tantamount to mastery). [pp. 189-190]
Does the study of philosophy, I wonder, run counter to that need we have for certainty? Or on the contrary, does it perhaps assist it? After all, though philosophy does not provide us with cut-and-dry answers, and its study exacerbates our awareness of the human's dismal epistemic and existential plight, nonetheless any sort of rational investigation (of which philosophy purports to be the discipline par excellance) will invariably encompass the latter part of Yalom's quote, viz., the bit about "naming" and explaining/ordering events.
The Ancients make for a good example here: reducing the physical world's phenomena to a limited number of substances--e.g. fire/change for Heraclitus, water for Thales, air for Anaximenes, all four elements for Empedocles--allows the more succinct and manageable comprehension of that world. Rational reductionism of all shades and hues affords a better sense of psychological certainty, and consequently an increased feeling of "mastery". Science, as the eventual granddaughter of this impulse, performs the same function, although our methods have since grown much more mathematical and empirical.
But by no means ought we think this strategy unique to science and philosophy. Human mythology is cross-culturally rife with proposed explanations for phenomena ("just so" stories). Tellingly, many of them explicitly exalt the importance of words and naming in the development of humanity. For current Euro-American culture, most obviously we see Adam's naming of the beasts in Genesis. Sigmund Freud asserted that religion attempts to reconcile our needs for control against the volatile chaos of nature: if the natural world is controlled utterly by a superior being who acts as a father for us, we are thus assured that there is order lurking behind ostensible chaos; and, more importantly, it is an order with our own best interests in mind (eventually, that is. Because God's will is inscrutable and ineffable, we must accept that bad things will happen to us in the now). Finally, it is an order which is not set forever in stone, but an order which may be bargained with and appealed to, since it is ruled fundamentally by a person of sorts, not by a blind, unintelligent, and uncaring force. (The "Communication/Negotiation" section of my post "The Immutability of Vicissitudes, Part 1" addresses this too.)
It may in fact be fruitful to analyze the scientific thirst for knowledge in light of psychoanalytical need for control, and I am positive that I'm not the first to suggest this. We might say that science-lust is an extension of Freud's interpretation of religion: science serves similar psychological needs, although it requires a deep paradigm shift as well. The scientific Weltanschauung does not privilege humanity by pretending that the universe operates in humanity's best interest, nor does it offer us a kindly father-figure. However, it does give us an explanation--an understanding of order inherent behind the horrible confusions nature presents us with; and it supplies us, through understanding, with a means to combat our own helplessness.
Thus, science may be seen nearly as an outgrowth of religion (more properly, the religious impulse); but it is one that replaces an anthropomorphic epistemology with a mechanical epistemology. As Quine said of physical objects and gods,
Both sorts of entities enter our conception only as cultural posits. The myth of physical objects is epistemologically superior to most in that it has proved more efficacious than other myths as a device for working a manageable structure into the flux of experience. ["Two Dogmas of Empiricism"]
That is to say, we put forth the common understanding of physical objects (as opposed to the skeptic's or the idealist's) as an explanation for our collected observations in the same way that, and for similar reasons as, our ancestors put forth gods. However, gods are not very good explanations and they do not enable us to do things the way that believing in the reality of physical objects do; hence their (physical objects') epistemic superiority.
Though we cannot appeal to a God anymore, science does furnish us with a means to control nature ourselves, which is something that religion and mythology could never adequately supply. From this we get the term "playing God" and our species' tradition of shunning technological progress for the power it takes away from God. Now, the contemporary existentially-minded human finds herself sitting down in God's throne after having killed Him, and she finds herself terrified by the loneliness, the lack of direction, and the growing awareness that, if God had ever existed, He wouldn't have been any better off than she is now.
So, all respect due to Boethius, is philosophy actually a consolation? Cautiously, I say that it can be; but I hasten to add that stopping there is woefully (and willfully?) near-sighted. Rational inquiry enables us to satisfy some of the needs Yalom detailed above in a similar capacity that religion has served past-ly. Unfortunately, we no sooner find a good reason to believe something than we recognize that there can be no absolute certainty (in a broad sense). Naming (and, these days, quantifying) the surrounding world is a valuable ability, but the relentless and open-eyed pursuit of exhaustive naming schemes leads one to the conclusion that such things are impossible--and that certainty is more so.
(It seems to me that Mark Z. Danielewski deals with these themes among others in his novel House of Leaves, although I may not be able to say exactly how.)