Whew. Okay, this is a massive question but I'll do my best to provide input. Admittedly I won't be able to give you a conclusive answer but I'll try to provide some factors.

The first and most obvious answer is that we aren't them.

Now let's look at it on a very basic level. How can you tell what anyone thinks at any time? Is it based on what they say? If it is, then what about the countless things they don't say. After all, who goes around saying literally everything they think all the time? They might say "this is what I think about x" but they might not be giving you the whole story, their opinion might change, they might be joking or intentionally being flippant, etc. It's hard enough for you to analyse someone's thoughts in the current day with the above considerations, now imagine it's someone who you never met from a time you never experienced and, ostensibly, a country you've never been to!

Next, social factors. It's one thing to read a book about what the attitudes of the day were in a given era but there's a lot more to what people actually felt/thought than that. You can't describe the opinions of ten people in a closed room without becoming a little generalising so it becomes infinitely harder when you consider a society. Plus we have to consider that every "people of the time often though x" provides us with a hundred tangents when considering what an individual from that time might have thought because they thought about the issue perhaps as a reaction to, against, for, from what everyone else thought or perhaps they were raised in a household that didn't hold these beliefs so now that individual's thoughts about the subject are coloured by being a new convert to it, an old opponent of it, seeing a major aspect of a culture he grew up in for the first time but as an adult, etc. That's where pesonal factors affect this too. The tangential narrative goes off the wall here. If Wagner wasn't anti-semitic even though he grew up in a semitic town but became anti-semitic when his wife cheated on him with a Hassidic Rabbi (this is entirely made up), how can we have an exact understanding of his feelings on the Jewish people?

Now let's look at it historically. First, did the individual write about themselves? If not, boom, everything we know about their thoughts turns suspect, especially if multiple people wrote about the person's thoughts and disagreed. Socrates is a fantastic example of this. We know that Socrates was real and that he basically wandered around Athens yelling math problems at children. However, Socrates didn't write anything about himself, leaving our main sources of information about him being the work of Plato and Xenophon, both of whom have several differing points. In fact, in Plato's work Socrates's supposed "ideas" start to show internal inconsistences (read up on Plato's early, middle, late periods) so we can't even know the exact thoughts of the fictional character of Socrates.

Next, did they have a diary/journal/memoir system? Could they be trusted to tell the truth in these or were they designed for publication? Were they famous in their lifetimes and given a chance to expound their thoughts on the various subjects of life? Again, could any of these thoughts be trusted as representative of what they actually thought and not contain major concessions in light of the context they were in or the social crowd they were moving to? If they weren't famous but we know their thoughts, could they have said things they didn't actually think in order to become famous? Aleister Crowley wrote a great deal about himself but, then again, Aleister Crowley was a man filled with unbelievable truths and easily believable lies.

Next, a major aspect of historical research into individuals and ideas: who wrote the histories? There aren't a tremendous amount of books detailing the life of sewer workers in Roman antiquity but the aristocracy have every stupid word recorded dutifully. Was your author famous in their time or a late discovery? If the latter, did their economic situation affect the way in which we know about their social lives or philosophical opinions? These kind of questions harass the "truth" about people until historians go crazy and decide that if we aren't going to know anything about a person for certain we might as well make it up in a professional manner and we call those historians historical fiction authors. That was a joke.

In summary, this is really an ontological question more than anything else, haha.

References:

Sarah Kofman's Socrates: Fictions of a Philosopher

The Rise and Fall of the Socratic Problem

Michael Hollaback Girl's H. P. Lovecraft: Against the World, Against Life (Goes quite in depth about the difficulty of social, personal, political context in understanding things like Lovecraft's racism)

James Shapiro's Contested Will: Who Wrote Shakespeare? (similarly to the Lovecraft biography, this text debates the authorship question but focuses heavily on why it is so difficult to answer)