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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.
On the other hand, people have complained that the Doctor in the new Doctor Who never encounters creatures or concepts he doesn't know.  But what do you expect from a time traveler with somewhere around 900 years of experience?
- Xenosaga uses this one way too much in the span of its three games. I AM RECORDING A SPACE TIME ANOMALY!!!
- In the universe of Warhammer 40000, 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.
- The new Doctor Who has in fact 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?"
- 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.
- Star Trek. Every series, several times per season.
- 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".