See also: Ecclesiastes 7:25; I Thessalonians 5:21
No, we should not “think for ourselves” in the sense that we trust in our own understanding—what intuitively makes sense to us. God knows so much more than we do, and so we need to trust God’s wisdom even when His ways seem counter-intuitive to us.
Proverbs 2:2 never says that we should rely on our own understanding. Solomon is telling his son to receive his words (see verse 1). I Thessalonians 5:21 never says that we should rely on our own understanding, but that we should “Prove all things”, which implies that we prove things with a standard (God’s standard).
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