Not knowing? How strange! (7)
I believe the answer is:
uncanny
'strange' is the definition.
(I've seen this before)
'not knowing?' is the wordplay.
'not' becomes 'un' (I've seen this in other clues).
'knowing?' becomes 'canny' (I've seen this before).
'un'+'canny'='UNCANNY'
'how' is the link.
(Other definitions for uncanny that I've seen before include "Weird, unearthly" , "Weird - strange" , "Weird; supernatural" , "Strange and unnatural" , "Odd, strange" .)