"Shiranai Koto Kenkyūkai" centers around a group of high school students who form a club dedicated to exploring and researching topics they know little about. The club, known as the "Things We Don't Know Research Society," is initiated by the protagonist, a curious and intellectually driven student named Haruto. Haruto is joined by a diverse group of classmates, each bringing their unique perspectives and personalities to the club's activities. Among them are Aoi, a pragmatic and level-headed girl; Riku, a mischievous and energetic boy; and Yuna, a quiet and introspective individual with a keen eye for detail.

The narrative unfolds through episodic chapters, with each installment focusing on a specific topic or question the club decides to investigate. These topics range from mundane everyday phenomena to more abstract and philosophical inquiries, such as the nature of dreams, the origins of urban legends, or the science behind common superstitions. The club members employ a mix of research, experimentation, and discussion to uncover answers, often leading to humorous, thought-provoking, or unexpected outcomes.

As the series progresses, the club's activities not only deepen their understanding of the world but also reveal personal growth and interpersonal dynamics among the members. Haruto's relentless curiosity drives much of the plot, while Aoi often provides a grounded counterbalance to his enthusiasm. Riku's playful antics inject humor into their investigations, and Yuna's quiet observations frequently lead to insightful breakthroughs. The interactions between the characters are a key element of the story, highlighting their evolving friendships and individual development.

The manga balances lighthearted moments with more serious undertones, exploring themes of curiosity, knowledge, and the importance of questioning the unknown. The episodic structure allows for a variety of narrative tones, from comedic to introspective, while maintaining a cohesive focus on the club's shared journey of discovery. Through their explorations, the characters not only learn about the world but also about themselves and each other, making "Shiranai Koto Kenkyūkai" a compelling blend of humor, mystery, and personal growth.