Every now and then, questions are bound (hopefully at least) to uncover things that could/should be researched. I was thinking about a potential tag (such as future-research or currently-unknown?) to categorise such questions, labelling them as currently unanswerable and maybe they will be valuable as input if visitors are looking for areas of knowledge to be uncovered. I just had the idea and was wondering if people would think it of any use :) I'm sure it wouldn't be very useful at the moment, but maybe in the future?
This would be a meta-tag, and they are generally problematic, see this blog post for more information about meta tags.
Aside from that I think the decision whether something is worth investigating or not is very subjective. And the list of everything we don't know is probably too long to be useful.
This shouldn't stop you from compiling a list of interesting topics out of questions here, just tags aren't the right way to go about this.