To an extent it is important to understand how it works. But that misses the point.
The connection between our conscious and the world is not direct, nor is it perfect. Our brain receives sensory data and our minds interpret it. Our brains also try and apply logic, they try to use reason and they ask questions and try to derive answers.
Sensory input: We see an object we call 'the sun' and it is in an object we call 'the sky'. The relative positions between us and the sun changes.
1) The sun is moving across the sky.
Applied with reason
1) The sun is moving across the sky because it revolves around Earth.
2) The sun is moving across the sky because it actually a Norse goddess who is being chased by a wolf
3) The sun is moving across the sky because God makes it. For he created night and day.
4) The sun is moving across the sky because night and day is controlled by 2 almighty unicorns, the day is governed by Princess Celestia and night is governed by Nightmare Moon
These are all interpretations of an observation and are not observations themselves. One may meditate on this interpretation and derive answers and meanings, but it is through further observation (not introspection) that we understand that the interpretation, "the sun is moving across the sky" is in fact a misconception.