There are a lot of rules when it comes to writing credible English. If you happen to be in high school you will almost certainly be penalised for breaking them since it will be assumed you don’t know the rule in the first place. Sometimes, however, it is entirely appropriate to do so.
The idea of never splitting infinitives should almost certainly be ignored. Dating back to when Latin was a useful language, it was common to force Latin grammar rules onto English. Now while it made sense to keep the infinitive together in Latin (for reasons which someone versed in Latin would be better explaining) it was entirely arbitrary in English.
While arbitrary decisions are inherent in all language (language itself being capricious in origin and development), those which make the language or syntax uglier should be avoided. “To truly understand” is far cleaner and easier flowing in natural language than “truly to understand”. In general, never splitting infinitives tends to create more ambigous language, and contorts perfectly good English.
There are a multitude of other rules that should be broken, and common traits which should be purged, but more on that another day.