This paper explores the rational decision-making process of individuals in situations of incomplete and uncertain information, and proposes a hierarchical model of information importance. By analyzing the common behavior of jaywalking in daily life, the paper demonstrates how individuals, constrained by limited time and cognitive resources, make rational choices by weighing costs and benefits. Although jaywalking may appear "irrational," decision-makers often make reasonable assessments based on available information and context, particularly under time pressure or other external stresses. The paper further examines how information asymmetry can lead to decision biases, especially when information is insufficient or when its dynamic changes are difficult to predict, potentially resulting in outcomes that deviate from expectations.Additionally, the paper analyzes information acquisition behaviors during the Cold War standoff between the U.S. and the Soviet Union, as well as in civil aviation navigation systems, to explore how decision-makers in high-stakes environments invest significant resources to obtain information and optimize decisions through a hierarchical information mechanism. In situations where the importance of information is extremely high, the balance between the accuracy and completeness of information, its correctability, and the cost of acquiring information becomes a key factor in determining decision quality. The paper innovatively proposes the concept of "predicting the importance of yet-to-be-acquired information" as crucial to whether decisions align with expectations. This research provides a new theoretical framework for understanding information acquisition and rational decision-making in complex contexts and offers practical insights into optimizing decisions in high-risk environments.