Doubt is not a pleasant condition, but certainty is an absurd one.

[Le doute n’est pas une état bien agréable, mais l’assurance est un état ridicule.]

Voltaire (1694-1778) French writer [pseud. of Francois-Marie Arouet]

Letter (1770-11-28) to Frederick William, Prince of Prussia [tr. Tallentyre (1919)]
    (Source)

The French is sometimes given (e.g.) as "Le doute n'est pas une condition agréable, mais la certitude est absurde."

(Source (French)). Alternate translations:

Doubt is not a very agreeable state, but certainty is a ridiculous one.
[tr. Robertson (1922)]

Doubt is not a pleasant condition, but certainty is absurd.
[E.g. (1994)]

Doubt is not an agreeable condition, but certainty is an absurd one.
[E.g.]