Data deluge characteristic for our times has led to information overload, posing a significant challenge to effectively finding our way through the digital landscape. Addressing this issue requires an in-depth understanding of how we navigate through the abundance of information. Previous research has discovered multiple patterns in how individuals navigate in the geographic, social, and information spaces, yet individual differences in strategies for navigation in the knowledge space has remained largely unexplored. To bridge the gap, we conducted an online experiment where participants played a navigation game on Wikipedia and completed questionnaires about their personal information. Utilizing the hierarchical structure of the English Wikipedia and a graph embedding trained on it, we identified two navigation strategies and found that there are significant individual differences in the choices of them. Older, white and female participants tend to adopt a proximity-driven strategy, while younger participants prefer a hub-driven strategy. Our study connects social navigation to knowledge navigation: individuals' differing tendencies to use geographical and occupational information about the target person to navigate in the social space can be understood as different choices between the hub-driven and proximity-driven strategies in the knowledge space.