What is the significance of Yakov's statement "v'Anochi Lo Yadati"?
Seforno: Had he known that Hashem was there, he would have prepared himself for Nevu'ah. Ohr ha'Chayim
Why was Yakov afraid?
Seforno: He was afraid on account of his having erroneously slept there. 1
Why does it say "mi'Shenaso"? (Obviously, he woke from his sleep!)
Tosfos ha'Shalem (1): We read this like Mishnaso (his learning). If one thinks in Torah the entire day, he learns in a dream the entire night, and fulfills "v'Hagisa Bo Yomam va'Laylah." Hashem rewards him as if he learned the entire day and night - "va'Hakitzosa Hi Seshichecha."
Ha'Emek Davar: Normally, every dream has Batel matters. Here, Yakov woke immediately from the dream, without sleeping more, because it was a prophecy without any vain matter.
It could have said 'Yesh Hashem Kan.' Why does it say "ba'Makom ha'Zeh"?
Tosfos ha'Shalem (7): Ba'Makom ha'Zeh excludes Shilo (the Shechinah abandoned it