Best sounding recommendation probably depends on context and ‘the thing’:
There’s a concept I don’t understand.
There is something in the box I don’t recognize.
There is a feature of the coffee machine I haven’t figured out yet.
There’s a Greek word in the original text that I don’t know.
Reeeally need to stop letting old people perpetuate failed 1960s red scare politics with Cuba.
I suspect sending McDonalds over there instead of the CIA would have worked out better.