I think it's important to be in the word, the entire word of God, Scripture. It's important to test our theology, that is, what we believe, according to the word. We need good theology, but we must be careful not to read Scripture through our theological lens. Instead we should seek to read it alongside theology. Then our theological understanding is always put to the test of Scripture.
This is where the Reformers and Rome parted, and practicing this with the Reformers means I'm not beholden to them, either. I'm beholden to God's word only. But to think that with Scripture- tradition, reason and experience carry no weight is mistaken. We can learn from each other, and I've found it interesting how I can learn from someone writing on infant baptism for example, something I don't hold to. We need to be those who are ever applying ourselves to the reading and study of God's word, and learning from each other in this. Only then can we get the full orbed picture of Jesus, and of what God is doing in the world in Jesus.
Of course there are parts that are hard to understand and easy to misunderstand. Some parts I flat out won't understand. But faithful practice involves working at understanding. God's truth in Jesus is given to us by grace through faith to live out. Not just to believe. And it's also relational, not just didactic (teaching-oriented as in head learning), or maybe didactic as in a follower in a relational sort of way. So that we seek to so learn as apprentices of Jesus, to live in obedience to God.
How do you view theology? And what helps you to get into all of Scripture?
A book I'd recommend related to this, and which is my source for speaking of looking with theology and not through it is Blue Parakeet, by Scot McKnight. I believe you will find it an interesting, stimulating read.