Winston is a divided man. He knows the power of the state, he knows how it controls information, he knows that it will find out everything tht he is doing,and when they do, he will be a "dead man." On the other hand, he has romantic illusions that someone, someone will be able to "break" the system, will step out of the state's control, and destroy that system. He suspect that "The Brotherhood" exists, that Goldstein exists, that O'Brien may be the link to the Brotherhood --- all nonsense, but the other half of Winston.
So transcending reason, Winston continues to act against his own best interests, perhaps suggesting that we are not as "reasonable" as we like to think we are.