Approaches to Assembling a Puzzle

When playing Jigsaw Puzzles there are two approaches, players usually follow. One is, to look for the border-pieces, and build the frame of the picture first, then fill in the rest. The other approach is to find pieces that fit together and build little segments,adding to them until they inter-connect, and finally all the pieces are in their place.
When I look at the approaches that are applied when assembling a picture about this world, I see a great similarity.
Some people start with a frame. Then they try to fit every piece presented to them into the established frame. If the piece doesn't fit inside the frame, it is discarded.
Other people take any piece, and try to see if it fits with other pieces they already have. They try to create little segments, where several pieces fit together, and add new pieces to those segments, or start new segments, if necessary.
When playing a regular jigsaw puzzle, either approach works well. It is just a matter of personal preference.
Our understanding of this world and life is a little different, however. There is no frame per se. The “whole picture” about our world, everything that is to know about it, is rather infinite – at least in relation to our limited ability to understand and learn.
If I create a frame and discard everything that doesn't fit inside, I am limiting myself very much. I am risking to remain ignorant of many ideas and topics, that would be helpful to me to know about.
One dimension of being open-minded is to not use frames to evaluate the relevance or appropriateness of a piece.