The Great Book of the Unknowing is a side quest which is started by talking to Shaella in the Blade and Stars. In order to receive the quest, you must always answer her with questions or statements that you don't understand what she wants. The correct dialogue options are 1,1,1,1,2,1.
Once you are in Chapter Six (returning once again from Candlekeep) you can complete the quest by simply talking to her again and choose option 2. This will move the quest to the done quests section, although there is no reward for it.
All of this is only possible in Baldur's Gate: EE as in Baldur's Gate the quest doesn't even appear in your Journal.
Some players have speculated that the Normal Book found just inside the front door of the Candlekeep Library, which is a completely blank book, is the Great Book of the Unknowing, although it may be just an easter egg.