For example, almost one-third of respondents say if they or a family member was diagnosed with a serious illness, they would have no idea how to proceed.

For those diagnosed with a disease, 59 percent of employees don't know where they would go for a second opinion, and 45 percent say they depend on the internet to get information about a doctor or hospital, compared to the 18 percent who ask their health insurance company.

Cindi Slater, chief medical officer for ConsumerMedical, says employers and health insurance companies need to do a better job of providing guidance to their clients and employees.

Related: 3 keys to creating true health care consumers

"Health care consumerism as we know just isn't working," says Slater. "We can't simply increase employees' share of the cost, give them some hands-off tools like price transparency information, and then expect that they'll be able to find the high quality care they need. They don't understand what care they need, what their treatment options are, or how to determine if providers are high quality."

Lack of knowledge of the health care system and how to access coverage imposes high costs to employers and health insurance companies. By not seeking second opinions or finding the best doctor, employees get tests and treatments they may not need. On average, the cost of unnecessary medical costs totals around $2,000 per employee, per year.

Thirty-seven percent of respondents say they don't trust their health insurance plan to provide them with information on specialty doctors. Those who took the survey say this is because they feel their insurance company is more worried about cost than care, therefore they wouldn't look to them for a referral. Forty-five percent would ask their primary care doctor for a referral for a specialist, but less than 25 percent look to their health insurance company.

Slater says some companies are offering incentives to employees who do their homework when it comes to healthcare, which benefits the employer, health insurance company and of course, the employee's health.

Related: Workers overwhelmed by health care decisions

"For example, for employees considering knee surgery — a procedure we know has huge variation in cost and quality — some employers offer a financial incentive for employees to talk through their care options and provider choices with an expert," Slater says. "Some even impose a financial penalty for employees who fail to engage in this educational process. These employers have seen amazing results in terms of care outcomes for their employees and cost savings."