Short notes on Sri DharmarAja Yudhisthira ...

Dharmaputra tried to be Dharmic all his life, but his self-reliance on the basis of what he construed to be ksatriya dharma, prevented him from transcending those limited notions of Dharma and adopt parA dharma (as discussed in 18.66 BG - sarvadharmānparityajya māmēkaṅ śaraṇaṅ vraja..). 

His guilt ridden conscience at the end of the battle - is the proof that inspite of all his attempts at being "Dharmic" - He was often plagued by self-doubt. 

Of course at Yaksha Prasna - he comes out as Yudhisthira 2.0 - certified by Lord of Dharma Himself. Yet his education was only good enough to last till Duryodhana's death, at the conclusion of which - his guilt/self-pity all manifest again. 

Unlike Duryodhana, who flaunted his Adharmic credentials to the last point in this life (see 9.60.47 - 50 - duryodhana's speech to Pandavas and others)  - Yudhiśthirā despite being repeatedly wronged by Duryodhana and others, was plagued by guilt. This guilt was born out of his acceptance of kshatriya dharma, as the higher dharma in life. So needless to say, the only way to overcome this was to have him get counseled by another kshatriya - who too suffered a life of self-inflicted punishment based on blind adherence of aparA dharma - namely Bheeshma. 

Bhagavatham which is purana written in retrospective (of the events of Mbh) say the following : - 

vyāsādyair īśvarehājñaiḥ kṛṣṇenādbhuta karmaṇā

prabodhito 'pītihāsairnābudhyata śucārpitaḥ - 1.8.46 (Bhag)

Even though he (Yudhiśthirā) was advised with illustrations from itihAsa by Vyasa and and by Krsna (himself) of miraculous deeds, he did not comprehend the intention ofthe Lord, he (Yudhiśthirā)  did not understand it, (as) he was overcome with grief.