How can one express uncertainty or lack of knowledge in Spanish without directly saying "I don't know"?

The simple way of expressing uncertainty is to generally say ‘No se’ - the word ‘se’ comes from the verb ‘Saber’ which is translated as ‘to know’ (We also have ‘Conocer’ which also means ‘to know’ but mostly would be used when knowing places or people, while ‘Saber’ is used to express the understanding of information given to us).

However, if you’re looking for more complex and fancy wording; say ‘No entiendo’ which means ‘I don’t understand’ or with extra wording and referring to having a one-on-one conversation with another say ‘No entiendo lo que quieres decir’ which means ‘I don’t understand what you mean’.

In other cases, in regards to politeness, you can say ‘Perdóneme, pero no entiendo.’ (Forgive me/ Pardon, but I do not understand) or ‘Disculpe, no entiendo lo que quieres decir’ (Excuse me, I do not understand what you mean).

I hope you found this useful!! :D