The note in the rules for explorers and pirates states that "Roads may not be built on paths adjacent to undiscovered hexes" then goes on to state that "If you build a road in such a way that one of its ends points towards an undiscovered hex, you can't discover that hex. You can only discover hexes by means of ships." The second statement seems to contradict the first. Can I play a road leading towards an undiscovered hex?
There is no contradiction. A road is built between two hexes, hence it is adjacent to both these hexes. You can't build a road if one of these two hexes is undiscovered. You can build a road between two discovered hexes such that at the end of the road is an undiscovered hex; it's just that building this road doesn't "discover" the hex.