Cid

To clarify - I think your proposed grammar is valid but the phrasing is uncommon. It’s not a phrase I would expect to hear. Though I would understand the gist of what you’re expressing.

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.