The following is especially true of supernatural or suspense tales.
Scenario A, "The cost of knowledge" - A scholarly, curious, or wise character encounters new information that pushes open the mystery a little bit further. That character is then antagonized in some way, as dramatic "payment" for advancing the plot in this way.
All good drama needs to be consistently dramatic, and a scene wherein a character is just finding out stuff could be pretty boring. To liven things up, the acquisition of information comes at a cost, either during the acquisition or immediately after.
During the acquisition: (Jurassic Park) "My god, those velociraptors are trying to break into this computer lab! I have to hurry!" The cost is that there's a risk to the attempt itself - Lex (the young girl) has to turn the compound's electronic locking mechanism on NOW, or she'll be killed by the 'raptors. If she fails, she'll either die or have to abandon the computer terminal, and both those options guarantee an escalation in drama.
If she succeeds (which she does), she provides some payoff and relief for the characters - the electronic locks activate, and now they have a safe base from which they can start regaining control over the crisis.
Immediately after: (Indiana Jones and the Last Crusade) "He chose... poorly." [the Nazi archaeologist promptly dies and turns to dust] The cost comes from the discovery itself - Donovan (the main bad guy) identifies the wrong cup as the Holy Grail, and dies for it. If he had been right after all, the conflict would escalate, as the Nazis (or at leastone Nazi) would have access to the Grail. Overall, a ratcheting up of tension for Indy.
Because Donovan actually failed, the Nazis became less of a threat overall, but the chance of Indy choosing the wrong grail would increase the immediate tension and conflict in the situation. Long term gain, short term loss.
Scenario B, "Surprise!" - The info-gathering character (the "informer" from now on) discovers something important and we are immediately shown that the new info is true. Both the audience and the character(s) find out something at the same time. The cost of the information is that there's no time to use it.
This comes (mainly) in one of two ways: either 1) the "informer" announces the info and someone in that same scene (the "informer" or someone else) is immediately affected by the truth of this new info, or 2) the "informer" announces the info and the scene cuts to another character being affected by the new info.
Scenario C, "Chekhov's Gun" - the information-gathering character makes a revelation that does not immediately create tension - instead, the tension comes from the information being ignored or disbelieved.
In the case of Chekhov's Gun, information is simply established as fodder for a later scene - the gun is on the mantle in the den, we (the audience) know that now, and thus any later scene in the den could involve the gun in some way.
So, when actual information is relayed in this way, the audience is given information that is not demonstrably true through what's happening in the plot. For instance, a horror-movie character will earnestly tell his friends that the noises in the woods are werewolves, and you gotta help me, man!!
In Scenario C, he is regarded as crazy, and ensuing scenes that do not feature werewolves possess a tension based on the absence of those creatures. Every scene that does not have werewolves in it, after we've been told that there ARE werewolves in the forest, demands an answer: Are there werewolves or not? The tension should build from scene to scene, until finally the "crazy" character is either proved wrong or proved right.
If the audience is told the information at point A, and the protagonist finds out at point B, the plot in between must create tension via the period of ignorance (on the part of the protagonist) in order to keep things interesting. Every time someone or something references the protagonist's ignorance is an opportunity for pathos, tension, or a joke.
A & B are situations in which time is a very small factor.
C is when it is a larger factor - you establish information for future use.
A & B are what I'm interested in - the act of searching for information "buys" the information and makes it true. It happens right away.