What, you think any of us do?

[Just because they pretend to be knowledgeable doesn't mean they actually know everything.]

The biggest part to remember is that you mostly get to do whatever makes you happy. As long as you're not hurting anybody, the worst society's legally allowed to do is judge you for it.

[As for illegally... well, the Lucis Caelums are historically pretty good at taking care of themselves in a fight.]