Personally, I find Brown Dwarfs to be absolutely fascinating. An object that isn’t quite a planet and isn’t quite a star, but something in between.
What would one even look like? Would it look like a gas giant that’s glowing red, along with swirls of gas in its atmosphere like Jupiter? Or would it resemble a star and have a fiery surface like the sun? I prefer to imagine them as glowing gas giants but I don’t know how realistic that is.
Gas giants in general are fascinating to me as well, I really hope we send a probe into one of the gas giants with a camera before I die. I’d absolutely love to see what it looks like inside a gas giants atmosphere before the probe gets crushed by the increasing pressure as it descends.
My two biggest are probably Sol and voids. I wish I could directly observe the phase transition as you approach the star’s core, understand it’s corona patterns and behavior, observe deeper to predict CMEs, etc it’s just so close and present in our daily lives and still very mysterious. For the voids I’m not sure maybe because it’s defined by its boundary more than its contents, but they are pretty common and some are huge and it’s just difficult to study something that is defined by its lack of something.