What is the significance of Yaakov's statement, "v'Anochi Lo Yada'ti"?
Seforno: Had he known that Hashem was there, he would have prepared himself for Nevu'ah. Ohr ha'Chayim - then, perhaps I would have received prophecy while awake!
Ramban (ha'Emunah veha'Bitachon Perek 6): In this place it is proper to arouse the honor [of Hashem] that Nevi'im can see, until it will dwell on the person, and I did not know to do so.
Malbim (to 28:13): I 'saw' Hashem standing. I did not reach the level of Yedi'ah (knowledge of Hashem), i.e. Ispaklaryah ha'Me'irah.
Malbim (to 28:15, Torah Ohr 1): It was considered a sin for Yaakov to fear Esav. His fear of Hashem should have overridden all fears - of Esav, of traveling at night, or of animals (he put stones around his head for protection). In the dream, he saw that he is the Merkavah for the Shechinah, and his Torah creates angels that ascend, and arouses angels of abundant influence to descend. Had I known that Hashem will protect me, I would not have feared others!
Malbim: Nevu'ah comes only through preparation for it - or, due to Kedushah of the place. I did not know to prepare - therefore, it must be that this place is Kadosh.
Tosfos ha'Shalem (11): He knew that the Shechinah is everywhere. He did not know that the Kisei ha'Kavod is here.
Gur Aryeh: This is what is added by the extra phrase, "and I did not know." Ha'amek Davar - It would have been better to increase prayer and supplications while awake.
Oznayim la'Torah: Even though this would have meant missing out on the incredible revelation that he had just experienced - if Hashem had not caused him to fall asleep, he would not have done so, since, irrespective of the benefits, it may not come about through an Aveirah ('Mitzvah ha'Ba'ah ba'Aveirah').
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" (Yehoshua 1:8). Hashem rewards him as if he learned the entire day and night - "va'Hakitzosa Hi Sesichecha" (Mishlei 6:22).
Ha'amek Davar: Normally, every dream has Batel matters. Here, Yaakov 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 - "va'Yitosh Mishkan Shilo" (Tehilim 78:60)).