Futility
Nobody really knows how they became foolish but legend has it that one day, Caspar, Melchior and Balthazar were walking in the futility of their own mind, trying to determine who was the wisest among them with a Cracker Barrel IQ Test.  They became so obsessed with their wisdom contest that they completely forgot they were waiting for somebody.

Scripture

Although they knew God, they did not glorify Him as God, nor were thankful, but became futile in their thoughts, and their foolish hearts were darkened. Professing to be wise, they became fools. (Romans 1:21-22)

Foolish Wisdom
Melchior professed himself to be so wise that he could see in the dark.  “Why then, “said Balthazar, “Do we often see you at night going about with a lit candle?”  “Simple,” said Melchior, “I carry the lit candle to keep others from bumping into me.”

Prayer
Lord, enlighten the darkness of my heart, and give me right faith, certain hope, and perfect charity, wisdom and understanding.  Lord, that I may carry out your holy and true command.  Amen. (Francis of Assisi)