A Modern (that's you and me) can understand the gods asking us not to kill or covet or bear false witness - after all, we don't want anyone to do those things to us, and at times we might allow as how we could use that extra nudge to help resist the occasional temptation ourselves.
But a Modern cannot understand the gods asking us to know ourselves. What kind of sense does that make? We already do; just ask us and we'll tell you all about ourselves. First of all, it's common sense that no one knows us better than we ourselves do. Second, it's also common sense that we are whoever we want to be, that we are free to be whoever we want to be. Third, it's common sense that common sense is right, or close enough. So, a priori case closed. Why would the gods need to exhort us to do something so trivial that's already done anyway?
The point of the question is that the gods do not agree with us or they wouldn't have had it carved in stone on the oracle at Delphi. They think we're full of it, that we do not know ourselves. They think we are not who we think we are, nor what we think we are, that who and what we are is something we would never think to give as the answer, something we do not identify with, something alien to us.
So there's part of our answer to begin with - we are people who can be firmly convinced we are someone when in truth we are someone else. This is the meaning too of the Italian saying about great opera actors, that they're not bad but the best actors are the ones in the audience, playing the roles of their lives. Shakespeare warned us about that falseness of our sense of identity when he wrote All the world's a stage, And all the men and women merely players. They have their exits and their entrances; And one man in his time plays many parts.