In the introduction to Philosophy: A Very Short Introduction, Edward Craig answers that question with the following:
There is far too much philosophy, composed under far too wide a range of conditions, for there to be a general answer to that question. But it can certainly be said that a great deal of philosophy has been intended as (understanding the words very broadly) a means to salvation.
Nietzsche noted that Hamlet's problem wasn't that he "thinks too much" but that he thinks too well. This would seem to suggest that Hamlet is too smart to strive for salvation, yet this seems an incomplete picture of the play, for why does he suffer so much prior to Act 5? Has he not attained complete nihilism yet? Maybe it's not as black and white as Nietzsche suggests, and Hamlet's problem prior to Act 5 is the classic problem of philosophy. That is, he wants to know if we can think ourselves out of the problem that life poses.
In Straw Dogs, John Gray argues for a view of the world where man is not central, where "man is the measure" of nothing. He denies free will, the self, progress, the consolation of action, morality, and any other illusion we have devised as a species to make life bearable. Nietzsche wrote that life is based on an (Kantian) error, and makes it possible, and Camus asked whether it was possible to live with what he knew and nothing more. Can we live without illusions? Gray writes,
Contemplation is not the willed stillnesss of the mystics but a willing surrender to never-returning moments...Other animals do not need a purpose in life. A contradiction to itself, the human animal cannot do without one. Can we not think of the aim of life as being simply to see?
Of course he leaves it as a question, and I get the sense that he knows no more than anyone how to achieve this elusive goal. To embrace the transience of our lives, of the pain and joy, requires a faculty that perhaps we do not have.
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