Beyond Good and Evil by Friedrich Nietzsche Chapter 1 Page 35

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16. There are still harmless self-observers who believe that there are “immediate certainties”; for instance, “I think,” or as the superstition of Schopenhauer puts it, “I will”; as though cognition here got hold of its object purely and simply as “the thing in itself,” without any falsification taking place either on the part of the subject or the object.

I would repeat it, however, a hundred times, that “immediate certainty,” as well as “absolute knowledge” and the “thing in itself,” involve a CONTRADICTIO IN ADJECTO; we really ought to free ourselves from the misleading significance of words! The people on their part may think that cognition is knowing all about things, but the philosopher must say to himself: