Mere academic study of Bhagavad Gita or Bhagavatam will not give us entry into the mysteries of Krishna. What then is the appropriate mood of study - it should be done in a mood of inner desire to transform our hearts to serve without selfishness. When we intellectually assimilate and digest Krishna, and when that intellect of Krishna translates to seva, then the study is fruitful, otherwise not. Then, as our seva becomes free of selfishness, Krishna will reveal His identity. So yes it begins with knowledge (gnana) but culminates in selfless seva or service.
Below is a verse on the aspect of revelation as given by Srila Prabhupada in a letter to Guru Das prabhu.
Sincere souls who are engaged in the service of Lord Krishna are benedicted by the Lord by revelation. Sri Krishna, His Name, Form, Entourage, Paraphernalia and Pastimes are not material; they are purely spiritual. Therefore, in the beginning they are not appreciated by our materially conditioned senses, but as we go on chanting Hare Krishna with service mood and attitude, the Name, Qualities, etc., become revealed as Reality. For the unbeliever Krishna and His Name etc are fictitious, but those who are advanced realize that K.C. is pure and eternal.
Letter to Guru Das, Aug. 24 1967