Trust in the LORD with all your heart and lean not on your own understanding.
There is a way that seems right to a man, but in the end it leads to death.
2 Corinthians 10:5
We demolish arguments and every pretension that sets itself up against the knowledge of God, and we take captive every thought to make it obedient to Christ.
Christianity requires blind obedience to God and discourages independent thought
People find the concept of complete obedience disturbing because it requires trusting someone else's decisions over your own and giving up your autonomy. If God is perfect - that is, perfect in knowledge and righteousness (1 Jn 3:20, Dt 32:4) - then his commands are perfect, and can be obeyed confidently. We humans, in contrast, have an imperfect knowledge of both circumstances and morality, and a bias towards persuading ourselves that what we want to do isn't really wrong. The wisest and most mature choice is to trust the judgment of someone we know to be 100% correct; the immature choice is to insist on doing things our way, even when we know we're wrong. This does mean that when our judgment and God's judgment conflict, we follow God's decision instead of our own. But if our goal is to do what's right (and doing what's right will be best for us in the long run), that will be accomplished by following a perfectly righteous God.
Some people assume that Christianity doesn't require any thought on the part of the Christian, but is merely a simpleminded following of God's commands. In practice, Christianity requires as much thought as following any comprehensive set of moral standards does. God doesn't provide detailed, individual instructions for each person to follow throughout their lives; he gave us the capacity to think critically and make decisions, and he expects us to develop and use that capacity. At the same time, he doesn't want us to do wrong, and so he provides what guidance and instruction is necessary.
Does Christianity then restrict independent thought or prohibit questioning God's commands? Christians can and do ask questions of God when they don't understand what he does or says. The Psalms often ask God, "Why?" The disciples frequently asked Jesus for explanations, which he gave. However, there is a difference between asking God for help in understanding and questioning God's authority. One can't learn from a teacher if one continually asks the teacher to prove their qualifications or doubts the teacher's knowledge. And the purpose of a teacher is not to restrict thought so much as to enable students to distinguish between correct and incorrect thought. There is a place for creative and independent thinking, but in morality, as in math, there are correct and incorrect answers. 2 Corinthians 10:5 refers to demolishing falsehoods and evil principles, not creative thought. Taking thoughts captive to Christ means examining our thoughts and refusing to dwell on those which are evil (e.g. nursing a grudge or fantasizing about wrong behavior).
How can we know God is perfect?
To know that God is perfect, one must first know who God is. If you don't know God personally, the first step to take is to start a dialogue with him. God gives people reason to believe in him; once they do believe in him and know him personally, they generally have enough experience of him to know his character: that he is loving, trustworthy, etc. This firsthand knowledge of God confirms what the Bible says about him (and the Bible's reliability can also be confirmed through one's experiences, archaeology and history, etc.). These things give people reason to believe the Bible when it says that God is perfect.
God gave evil commands in the Old Testament
The commands God gave the Israelites were those God had the right to give. See the articles on God's moral authority and genocide in the Old Testament.
A perfect God might give an evil command as a test
Human understanding is, and will always be, fallible. In order for us to know what's best to do, we need to have God direct us. When God's perfect judgment conflicts with our own, the rational conclusion is that our judgment is wrong and the best thing is to follow God's judgment instead.
If God gave us an evil command as a test, that would defeat his purpose of moral instruction. Such a test would teach us to rely on our own judgment instead of God's - but we're the ones who need to be learning from God, and accepting his correction when our judgment errs. It would also destroy our trust in God's righteousness and make us unwilling to listen to him or learn from him.
Why doesn't God explain all his commands, so that people will follow them?
Often, God does explain them. For instance, the Israelites knew when they were told to destroy a city that it was God's punishment for the sins of the people in the city, and they generally knew what the sins were.
Possible reasons why some commands aren't explained:
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