I don't know in spanish
Your question:.How do you say,I don't know in Spanish?
= No sé
Sé comes the verb saber = to know a fact There are two verbs in Spanish meaning to know the other verb isConocer which means to know a person or a place
You seldom need to use personal pronouns as the verbs are already conjugated for each person eg sé can only be for 1st person yo = I, sabes = tu* = you (familiar) etc...
I know it
= Lo sé ( Can also be translated as la if noun it is replacing as drect object is feminine eg la casa)
I don't know **it
= No lo sé
I hope that this helps
You don't need the 'yo' because 'sé' can only mean (I) and no lo sé means I don't know it.
I would use "no lo sé" referring to a specific fact or something that was recently brought up in conversation. Such as:
"¿Sabes qué tiempo hará mañana?" "Do you know what the weather will be tomorrow?"
"Lo siento, no lo sé."
It's not wrong to say no sé there. I think it's just more common in that type of situation to include lo.