The limitations of our thinking can be looked at in several differant ways, two famous philosophers Plato and Sartre have developed their beliefs on why our thoughts are limited to what we think we know.
In Plato's Allegory of the cave the prisoners are shackled into the cave, not by themselves, but by society, their "captors". The cave and shackles are extended metaphors for the restraints ignorance puts on us. On the other hand Sartre writes in his play No Exit that people put themselves in their own cave of ignorance, in this case it's hell. The characters in the play put themselves in hell because of their own actions and have therefore now put limitations on themselves.
In order to be relieved from the cave of ignorance, in the Allegory, the prisoners must be released from the cave by the captors and explore for themselves. In No Exit, the characters must abandon their former beliefs and learn to listen.
Plato characterized the people in the cave as ignorant themselves, the refuse to listen when someone attempts to tell them about the outside "real" world. Sartre characterized the man and women in the play to be opposites of one another and also to be very hateful people, so they're more apt to be ignorant and reluctant to listen. In the end all characters end up unhappy, it's only by releasing our shackles and exiting the confines of their own personal hell can they begin to think for themselves and find what is "real".