Space explorers never run into familiar or predictable things, only weirdnesses that are completely unanticipated by current theory. This is, of course, largely attributable to the fact that Space Is Magic.
The obvious result is that with every new planet or nebula, the science officer must report that he has never encountered this "energy/temporal distortion/ancient alien vessel" before. Star Trek is notable for vigorously abusing this trope (and indeed, in one Star Trek novel, a minor character comments that the Enterprise makes such encounters an everyday event). Of course, the science officer can still give a detailed report on the phenomenon, provided via his Everything Sensor.
Unknown Phenomena are usually an example of Applied Phlebotinum, as any "energy ribbon", "subspace inversion" or "temporal anomaly" allows the writers of a given show to hinder, confuse or otherwise generally mess with the characters' heads for an episode. Someone will, inevitably, say "I've Never Seen Anything Like This Before" at some point.
- In GaoGaiGar, the heroes encounter a mysterious energy source known only as THE POWER that seems to boost your natural abilities greatly. It resides in the planet Jupiter.
- In the book and film Sphere, a long-buried spaceship is revealed to have originated in the distant future and fallen into a black hole, recording this in the last entry of its log as "UNKNOWN (ENTRY) EVENT". Harry takes this to mean that the crew of the Habitat are fated to die, because if they lived to report this phenomonen, it wouldn't be "unknown".
- Many threats in Galaxy of Fear tend towards this, to the point where it overlaps with Flat-Earth Atheist from time to time. The Doomsday Ship has a phenomenon that's almost unheard of there — the intelligent and perfectly functioning but evil AI — treated as completely mystifying and confusing.
- Even Doctor Who has encountered a couple of thingies that he'd never encountered before. The most notable are the Devil (perhaps) in "The Impossible Planet" and "The Satan Pit", and especially the unnamed creature from "Midnight". The latter is especially Nightmare Fuel-y because no-one ever finds out what it is — not the victims, not the Doctor, not the viewers, no-one. Lampshaded in "Amy's Choice", where the Eleventh Doctor laments "I don't know! Why does everyone always expect me to know everything?"
- Star Trek. Every series, several times per season.
- Blake's 7. In "Terminal", Zen detects one in their path and, seeing as they don't know what it is, wisely suggests going around it. Avon doesn't listen and takes the Liberator through, causing its destruction from a substance that eats away at the Liberator's hull, overwhelming its ability to self-repair.
- Xenosaga uses this a lot in the span of its three games. I AM RECORDING A SPACE TIME ANOMALY!!!
- In the universe of Warhammer 40,000, if you don't already know what's behind the local Negative Space Wedgie, you probably don't wanna know. And quite often if you do know, you'll wish you didn't.
- In the Galactic Civilizations games, these are the space equivalents of Goody Huts. Investigating one can give you extra money or a new bonus, advance your research, or cause the investigating ship to vanish. Quite a number of them (especially in the first game) enhanced the ship that found the anomaly. This could lead to the absurdity of your initially-unarmed survey ship becoming your most powerful battleship by simply finding the right anomalies. The sequel tried to avert this by the anomalies only enhancing existing weapons on the ship, but there's nothing stopping you from designing a survey ship with weapons once you research the appropriate technology.
- Anomalies in Stellaris; oddities, mostly planetary, for your science ship to investigate for extra yields, new tech, empire effects, or occasionally things going horribly wrong. Most of them are the result of the galaxy's myriad predecessor races, and never fully explained; the galaxy is old and full of wonders.