Thanks for this question!
There is so much about the brain that we don’t yet understand, it’s hard to pick one particular bit to choose from! I guess I would have to say the prefrontal cortex, as it seems that a lot of what happens here controls personality, and that’s an area not very well understood. But lots of areas of the brain need more research.
Thanks for a fantastic question!
I agree with Suzi that there are loads of areas of the brain that still need research, but I’m going to be biased towards my own research and say the areas involved in language (In fact that is not just one area, but quite a few :-))