Personal Identity and Self-Knowledge

If personal-identity is construed as a spatiotemporal wormhole that extends through time from the past to the present, then to have self-knowledge is to be able to know (to some degree) about the pasts that lead to the present time. While we form a narrative to connect these past events together to the present there is a potential discrepancy between our self-narrative and our persona-identity. There might be gaps in our self-narrative that does not account for past experiences or facts of our personal identity. This seems true but why does it pose a philosophical problem?

There is an analogy that is given between the personal identity and a train behind the warehouse. If I walk alongside with my friend near the train, at the one end of the train I exclaim "There is the train!" and as I walk through I end on the other end of the train and exclaim "There is the train!". A friend of mine, who tries to be clever, my retort "No Paul, that isn't the same exact train since it is only one cargo connected to the locomotive on the other end." I might respond "I never said that two ends of the train are the same, I said they are part of the same train". However, let's change this scenario a little bit: suppose that we walk across only to find a very long warehouse that blocks our view of the train. How do I know that both ends of the train are part of the same train rather than being separate? It seems that there is the gap (the warehouse) that makes it difficult to determine whether the parts are really separate or part of the same continuum.

That being the case, how can I know that one part of me that I simply do not remember (i.e. let's say, when I was four years old) is really part of the continuum of personal identity that I identify as "Paul"? Do I need a complete self-knowledge in order to justify that whatever part of me that I do not remember is really a part of me?