Paul’s desire for his people, the Jews, was that they might have knowledge. Not just knowledge in general, but knowledge of the Gospel which (if believed) would save them.
He says, in Romans 10:2, that “they have a zeal for God, but not according to that knowledge.”
There are people today (not only unsaved Jews) who have a zeal for God—trying to save themselves by their good works—who are also w/o the saving knowledge that Christ died for guilty sinners, bearing their punishment, so that through faith they would obtain eternal life.
Knowledge of the saving sort is found only in the Bible, or in the writings, sermons, and witness of those who learned it from the Bible.
He says, in the next verse, that they attempted to establish their own righteousness rather than be counted righteousness by God through faith in Jesus Christ. In what are you trusting for salvation? Is your knowledge of salvation sure and clear? That’s probably the most important question for you to settle right now—if you haven’t already.