All the Bible doesn't prove anything. If it did, how could we walk by faith?
It appears that you think faith is unreasoning and based on nothing. But you cannot have faith without knowledge of the Bible. "So then faith comes by hearing, and hearing by the word of God" (Romans 10:17). If it were true that the Bible doesn't prove anything, then your statement is unprovable and therefore false because the phrase "we walk by faith" is from the Bible.
The word "understand" means to reason or use logic. "Therefore do not be unwise, but understand what the will of the Lord is" (Ephesians 5:17). That is because the Bible contains "all things that pertain to life and godliness" (II Peter 1:3). That requires diligent study to learn it and properly apply it. "Be diligent to present yourself approved to God, a worker who does not need to be ashamed, rightly dividing the word of truth" (II Timothy 2:15). Walking by faith is not exalting in ignorance.
"The fear of the LORD is the beginning of wisdom; A good understanding have all those who do His commandments. His praise endures forever" (Psalms 111:10).