Anyone who has read "Menippus - A necromantic experiment" by Lucian will recognize where I got my inspiration for this. Like Theodoros, Menippus too is confused by the contradiction between the laws and the gods' behaviour. And he too hopes to get a reliable map of life from the philosophers, only to realize that the answer he seeks can be found nowhere else but in the Underworld. Menippus never speaks with Hades, though.
The man who knew nothing, but who was said to be the wisest, is of course Socrates. There's a story how the oracle at Delphi once said that he was the wisest of all. Socrates didn't understand how that could be, since he (according to himself) knew nothing. But after he had realized that other people also didn't know anything, though they thought they did, he concluded that he was the wisest since he alone KNEW that he didn't know anything. I love that story.
I too like that Socrates metaphor. It's a bit sad that it usually is cited as a symbol of humbleness. Nothing against humbleness, but the metaphor has so much more depth, telling us that the meta knowledge about the borders of one's own knowledge is the measure of wisdom.