Like everyone there are millions of things that I don't know. There are even millions of things I'm certain I'll never know.
But only a few of them feel fundamentally confusing.
A confusing question is one where I can't imagine how an answer could possibly actually answer the question. At a meta level I believe an answer must exist, but looking at the problem itself, it seems impossible.
Now there's two general approaches that have effectively answered such confusing problems in the past.
The first is research:
How life could possibly exist felt equally mysterious 150 years ago, and was ascribed to gods and inexplicable life forces in equal measure. Then we worked it out, and whilst there's still a lot we don't know, it no longer has that mysterious quality.
The same applies to my individual understanding of computers. As a child they seemed like magic, then once I learnt about the details of computer architecture, it made enough sense that I was willing to leave the blanks left unfilled.
The second is dissolution:
When you force yourself to understand what you're actually asking in your question, and reply "and so?" to every reductio ad absurdum, you often find you don't actually have a question anymore. You also often come out significantly more enlightened than you came in.
The classic example is the problem of free will, but you can add lots of others, like morality or decision theory. Jessicata does a great job of dissolving some particularly knotty problems, like anthropics, here.
But even after that some problems seem to resist such approaches, at least for now. Here's a list of problems I still find confusing. YMMV.
There were definitely some more I thought of earlier, but it took me a while to get round to writing this post and now I seem to have forgotten them.
Either way it seems that all my remaining problems seem highly related to consciousness. So at least I've turned 3 big problems into one really big problem 💪.
God we don't have the vocabulary for these questions!