Most uses of this proverb on line are very recent. The only believable source I found is https://en.wikiquote.org/wiki/
And here is a link that is working as of today Wikiquote of Burton Search "Burton" on the page to find the quote. It says Lady Burton put it in her Life of Captain Sir Richard Burton as an Arabian Proverb. I have not gotten a copy of the book itself to check.
I'll mention that Wikiquotes often gives specific sources that are plainly false. But the false sources are usually the usual suspects: Einstein, Aristotle, Twain etc. This one looks likely.
That is Sir Richard Burton the English explorer who died October 20, 1890. In disguise he was able to pass for a native speaker of Arabic. It is not the recent actor Sir Richard Burton.
Hesiod 293-297 as translated by Hugh G. Evelyn-White says
That man is altogether best who considers all things himself and marks
what will be better afterwards and at the end; and he, again, is good
who listens to a good adviser; but whoever neither thinks for himself
nor keeps in mind what another tells him, he is an unprofitable man.
To my eye this says nothing about whether the man knows that he knows or does not know that he does not know, and nothing about who you should teach or awaken, and it does not say to follow anyone. It says you should pick good teachers, remember what they say, and judge these things for yourself.