Bottom Line Up Front: It's not so much that people don't know what they want; it's that people can't tell you what they want.
This was the epiphany that data scientist Howard Moskowitz realized after exhaustive surveys and focus groups and taste tests when he was trying to understand the secret behind how consumers choose spaghetti sauce. Malcolm Gladwell, in turn, immortalized this epiphany by showcasing it in a TED Talk that became so popular, it sometimes steals his own thunder when he attempts to promote his new projects.
An enduring lesson to harvest from this epiphany is that social science research, which has never approached the precision of mathematics, must remain ever humble once recognizing its inherent limitations, no matter how impressive its methodology or presentation. Hence the need for continuing to question, to explore, and to examine alternative hypotheses -- rather than to succumb to the social sciences researcher's fatal flaw of presumptive omniscience.
Not only are there times when we don't know what we want. There are also times when we just cannot explain it.
Look here for Gladwell's talk, which has aged better than many: https://www.ted.com/talks/malcolm_gladwell_on_spaghetti_sauce