Nothing wrong with saying “I don’t know”.

May I ask for some context to that question?

I mean, the answer should be obvious to anyone with an ounce of (self)respect: stay shut if you know… you don’t know. But maybe you were thinking about some very specific situation?

None.

When a man lies he murders some part of the world.

– Merlin (Excalibur, 1981)

If you know something to be false and try to pass it off as truth, that is lying. It doesn’t matter how you phrase it or try to hide behind symantics like “I’m just asking questions” or “it’s just a hypothetical”.

That being said, it does not mean that you cannot contribute to a conversations if you are not an authority on a subject. If you are not sure or cannot recall a credible source for your information you can preface your comment with something like “I never confirmed the validity of this, so I may be completely wrong, but…”.

It is always better to admit when you don’t know something, than to make up bullshit. Always.

No information is the best option. How bad the misinformation is depends on intent. Is the misinformation a lie intentionally told to conceal a truth? Or is it bullshit, information intended to persuade regardless of truth?

Someone who lies and someone who tells the truth are playing on opposite sides, so to speak, in the same game. Each responds to the facts as he understands them, although the response of the one is guided by the authority of the truth, while the response of the other defies that authority and refuses to meet its demands. The bullshitter ignores these demands altogether. He does not reject the authority of the truth, as the liar does, and oppose himself to it. He pays no attention to it at all. By virtue of this, bullshit is a greater enemy of the truth than lies are.

From Harry Frankfurt’s essay On Bullshit

I think the state in this case needs to be divided into adversarial and non-adversarial departments (or subdepartments). It’s better to tell (for example) the water department you don’t know whether the pipes are lead if that’s the case, rather than forcing them to unearth copper pipes or letting them leave lead pipes.

But it is absolutely appropriate (assuming you believe in strong rights to privacy) to insert NSA keywords into benign communications, so that NSA wastes time on your false positives, but that’s because NSA isn’t supposed to be doing mass surveillance of the public, rather is supposed to be helping develop communication security that is impervious to surveillance.

If your local precinct actually works with the community, doesn’t harass minorities and doesn’t rob civilians via asset forfeiture, it might be worth giving them sound information (including saying you don’t know what you don’t know.) On the other hand if it behaves typically for law enforcement in the US, leading them to chase geese will save everyone else trouble.

Depends.
Your fellows? None at all.
The State? Misinformation