Since こと generally means "matter/thing", it is also used (if we think in terms of English, which is a faulty way to think for Japanese) to mean "about ~" rather than the more formal ~について.
Also, 何も is not a direct object, but a modifier for the verb 知らない.
Another example sentence with similar usage would be: 君のことが全部好きです / "I like everything about you."