Note 8 at Joh 14:4: Jesus was not asking a question but rather making statement. He said they did know where He was going and how to get there. However, Thomas contradicted Him, saying, "We don't know where You are going, and if we don't know that, how can we know the way to where You are going?" Who was right, Jesus or Thomas?

Jesus went on to explain in Joh 14:6 that He was going to His Father and that He was the only way to approach unto the Father. Jesus had already explained these things to His disciples before; they just failed to make the connection. So Jesus, of course, was the one who was correct. He always is.

Likewise, we may not understand something the Lord has said in His Word, but we should never take the position of contradicting it like Thomas and later Philip (Joh 14:8) did. It is all right to seek clarification or explanation (see note 34 at Joh 14:22), but we should never trust in our own understanding more than in God's Word (Pr 3:5).