Personal experiments: fueled by innovation?
Another way personal experimentation might be worth it for me, yet not used up by those before me: there is so much innovation that there are constantly new things to test, even if people experiment a lot. Beeminder and Workflowy are new. The abilities to prompt yourself to do things with a mobile phone or eat Japanese food or use your computer in a vast number of ways are relatively new.
I doubt this explains much. The question applies to many things that have been around and not that different for a long time, e.g. wheat, motivation, reading, romantic arrangements. And even if Beeminder is new, many of the basic ideas must be old (e.g. ‘don’t break the chain‘). As a society we don’t seem to have a much better idea of the effects of wheat on a person than we do of Beeminder.
Another way innovation could explain the puzzle is if all kinds of innovations change the value of all kinds of ancient things e.g. prevalence of internet use changes the effects of going to bed early or sitting in a certain way or doing something with your hair or knowing a lot of stories. If this is the case, experimentation is worth less than it seems, as the results will soon be out of date. So this goes under the heading ‘I’m wrong: experimentation isn’t worth it’, which would explain the puzzle, except the bit where everyone else perceives this and knows not to bother, and I don’t. I will get back to explanations of this form later.
Just because it's a gamble doesn't mean the expected value is negative.
Might the value of experimentation grow exponentially with certain personal factors including intelligence, so that some people had, for instance, a million X advantage in personal experimentation relative to the average person, as is the case in, for instance, writing novels, doing theoretical physics, or selecting an excellent chess move? If so, like some people should write novels, some people should self-experiment?