An Open Mind
Think about Nicodemus in John 3. He was a Pharisee. All of his life, he had been taught the rules. The Pharisees believed that following the law was what pleased God. They believed that the exile of Israel from Jerusalem into Babylon had been allowed by God because they had not followed the law. I imagine they lived in fear of this happening again.
When I was researching the Dead Sea Scrolls for a Sunday school lesson, I saw how detailed these rules were. There were arguments as to how to move liquid from one jar to another so as to not disobey the law. Something that simple caused mistrust and dissension.
And here is Nicodemus, coming to Jesus to ask questions. He comes in the night - perhaps afraid to be seen. It could be that John included this detail in the story to emphasize how "in the dark" Nicodemus was. Either way, he comes, and he asks questions.
And he's open to the answers - even if he doesn't understand them. He listens, and perhaps he believes. Nicodemus is one of those who come and claim Jesus' body after the crucifixion.
How do we approach something we do not understand and have open minds like Nicodemus did?