Brain. Despite all the recent advances in the cognitive and neurosciences, there’s still much about the human brain that we do not know.
There are two main reasons: the brain is very complicated, and the brain is difficult to study experimentally.
Doing experiments on this daunting mess is remarkably hard. It is only possible to record from 10 - 100 neurons at a time, out of the 100 billion. And this type of measurement, as crude as it is, cannot be done on humans for ethical reasons.