You might call such a person a:
Epistemophile: one who has a love of knowledge; specifically, excessive striving for or preoccupation with knowledge.
Philosophile: Similar, but more of an emphasis on learning and philosophy.
Sophophile: Similar, but with more of an emphasis on gaining wisdom.
A little further afield, some define the doctrine of gnosticism, and its members, the Gnostics, as subscribing to the:
belief that freedom derives solely from knowledge
Note that Gnosticism is variously defined, and this description is not even the most popular or common. However, as @JasperLocke points out, the more generic
Isn't connected to the Gnostic sect, and so doesn't have the religious/spiritural/mystical connotations.
Bonus, for the true epistemophile: one who is self-taught is called a autodidact.
Sources: Alpha Dictionary; Phronistery.info; Wikipedia