The speaker admits to being "dead ignorant," then turns that admission into something close to a discovery: all they can see is what they don't know. The title, "Known unknower," puts the paradox up front. To know that you don't know is a strange kind of knowledge.
What the speaker feels is less shame than astonishment. The "grace" in "undiscovered things" suggests that not knowing leaves room for surprise and beauty. The final image is the most puzzling. Something is "all undressed / for the fur of fire," as if stripped bare and ready to be wrapped in flames the way an animal is wrapped in fur. I read this as a mix of vulnerability and warmth, though the poem doesn't spell it out.
The mood is hushed and open, a little dizzy. The short lines leave plenty of white space, which echoes the theme: the poem says little and lets the unknown do the rest.