I have often thought this, and maybe you have too. John Calvin identifies, famously, in his Institute, this, in regard to knowledge of God and knowledge of self, in light of knowledge of God:
Our wisdom, in so far as it ought to be deemed true and solid Wisdom, consists almost entirely of two parts: the knowledge of God and of ourselves. But as these are connected together by many ties, it is not easy to determine which of the two precedes and gives birth to the other. For, in the first place, no man can survey himself without forthwith turning his thoughts towards the God in whom he lives and moves; because it is perfectly obvious, that the endowments which we possess cannot possibly be from ourselves; nay, that our very being is nothing else than subsistence in God alone. In the second place, those blessings which unceasingly distil to us from heaven, are like streams conducting us to the fountain. Here, again, the infinitude of good which resides in God becomes more apparent from our poverty. In particular, the miserable ruin into which the revolt of the first man has plunged us, compels us to turn our eyes upwards; not only that while hungry and famishing we may thence ask what we want, but being aroused by fear may learn humility. For as there exists in man something like a world of misery, and ever since we were stript of the divine attire our naked shame discloses an immense series of disgraceful properties every man, being stung by the consciousness of his own unhappiness, in this way necessarily obtains at least some knowledge of God. Thus, our feeling of ignorance, vanity, want, weakness, in short, depravity and corruption, reminds us, (see Calvin on John 4: 10,) that in the Lord, and none but He, dwell the true light of wisdom, solid virtue, exuberant goodness. We are accordingly urged by our own evil things to consider the good things of God; and, indeed, we cannot aspire to Him in earnest until we have begun to be displeased with ourselves. For what man is not disposed to rest in himself? Who, in fact, does not thus rest, so long as he is unknown to himself; that is, so long as he is contented with his own endowments, and unconscious or unmindful of his misery? Every person, therefore, on coming to the knowledge of himself, is not only urged to seek God, but is also led as by the hand to find him.
Without knowledge of God there is no knowledge of self
On the other hand, it is evident that man never attains to a true self-knowledge until he have previously contemplated the face of God, and come down after such contemplation to look into himself. For (such is our innate pride) we always seem to ourselves just, and upright, and wise, and holy, until we are convinced, by clear evidence, of our injustice, vileness, folly, and impurity. Convinced, however, we are not, if we look to ourselves only, and not to the Lord also – He being the only standard by the application of which this conviction can be produced. For, since we are all naturally prone to hypocrisy, any empty semblance of righteousness is quite enough to satisfy us instead of righteousness itself. And since nothing appears within us or around us that is not tainted with very great impurity, so long as we keep our mind within the confines of human pollution, anything which is in some small degree less defiled delights us as if it were most pure just as an eye, to which nothing but black had been previously presented, deems an object of a whitish, or even of a brownish hue, to be perfectly white. Nay, the bodily sense may furnish a still stronger illustration of the extent to which we are deluded in estimating the powers of the mind. If, at mid-day, we either look down to the ground, or on the surrounding objects which lie open to our view, we think ourselves endued with a very strong and piercing eyesight; but when we look up to the sun, and gaze at it unveiled, the sight which did excellently well for the earth is instantly so dazzled and confounded by the refulgence, as to oblige us to confess that our acuteness in discerning terrestrial objects is mere dimness when applied to the sun. Thus too, it happens in estimating our spiritual qualities. So long as we do not look beyond the earth, we are quite pleased with our own righteousness, wisdom, and virtue; we address ourselves in the most flattering terms, and seem only less than demigods. But should we once begin to raise our thoughts to God, and reflect what kind of Being he is, and how absolute the perfection of that righteousness, and wisdom, and virtue, to which, as a standard, we are bound to be conformed, what formerly delighted us by its false show of righteousness will become polluted with the greatest iniquity; what strangely imposed upon us under the name of wisdom will disgust by its extreme folly; and what presented the appearance of virtuous energy will be condemned as the most miserable impotence. So far are those qualities in us, which seem most perfect, from corresponding to the divine purity.
These are such important and profound thoughts; and ones that have relevance for us currently. I am just finishing up Cornelius van der Kooi and Gijsbert van den Brink’s Christian Dogmatics (approx. 800 pp.). In their section on justification/salvation, and in particular, in their constructive proposal, in their sub-section on participation, they imbibe some of the aspects noted by Calvin, in regard to knowledge of God, and apply them to what it means to be ‘sanctified’ or ‘transformed’ (a term they prefer to sanctification) before the living God. What they highlight is something that I have come to realize over time in my walk with Jesus Christ as well. While genuine transformation can and does take place (mortificatio/vivificatio), there is also the further realization that we never arrive; and thus, I’d inject, why the Apostle Paul in Romans 6—8 uses the language of continuously ‘reckoning ourselves dead to sin.’ The whole point of our ‘old man’ or the ‘flesh’ needing to be put to death is that therein nothing good dwells, and never will. The reality is that we continue to live in these fallen bodies with all of its old wretched desires, and so we needs be reckon ourselves dead to sin and alive to the living Christ. It is within this tenor that Kooi and Brink write:
Thus we can understand why Christian dogmatics often has little enthusiasm about trying to describe our progress in becoming transformed into the image of Christ. All our “glittering images” (à la Susan Howatch) can easily blow up in our faces. We must indeed be very circumspect in translating this transformation directly into moral categories. For instance, it is wrong to suppose that believers gradually acquire a nobler character so as to need less and less forgiveness, justification, and communion with Christ. For the transformation they experience is primarily a matter of growing “in the grace and knowledge of our Lord and Savior Jesus Christ” (2 Peter 3:18). His grace will never be a phase that we have left behind but will remain the source to which we constantly return and draw upon ever more purposefully. For growing in Christ also implies at least some increase in self-knowledge. When we become aware that we see but little improvement in the passions and imaginations at the bottom of our heart, that nasty tendencies such as jealousy, hedonism, and superficiality seem to be more resilient than we thought, we can become more modest and realistic. If we acknowledge these things in ourselves rather than denying them, we will more consciously deal with them—for instance, by making a greater effort, based on our participation in Christ, to focus on what pleases God and is good for others. This pattern is what the gospel refers to as denying oneself; not disparaging feelings of always having to be submissive to others, but the conscious choice, at different moments in life, to go the way of Christ and to be there for others (Matt 16:24 and pars.).
Walking with Christ can be a discouraging thing; particularly when false expectations are injected into a young believer’s life early on. It is important to realize, I think, what Kooi and Brink alert us to; i.e. that we will never arrive until beatific vision happens, and thus we are at the constant behest of God. I do believe there can certainly be maturation or ‘transformation’ (cf. II Cor. 3.18) in the believer’s life; and that there indeed should be over a life lived. But the reality will always remain, and this is indeed sobering, that the impulses and orientations for the various expressions of sin that we are disposed to personally will always lay just below the surface; albeit in the grave of Jesus Christ. We clearly have been freed from the power of sin in our lives, but with the sober realization that that aspect of our old self hasn’t been repaired, but instead put to death; and so we must continuously reckon that to be so as we participate in the death and life of Jesus Christ by his resurrection power applied to our lives moment by moment afresh and anew by the Holy Spirit. This walk is a daily exercise; a battle even.
 Cornelius van der Kooi and Gijsbert van den Brink, Christian Dogmatics: An Introduction (Grand Rapids, Michigan: William B. Eerdmans Publishing Company, 2017), 690.