What is that one thing, which by knowing, we can know the nature of everything else?

Consciousness is the substratum of existence.  It is the foundation for all experience.  All we know for sure is that I am conscious, but we don’t know who I am.

Just as by knowing a lump of clay, everything that is made of clay can be known, since any differences are only words, and the essential reality is clay. In the same way by knowing a piece of gold, all that is made of gold can be known, since any differences are only words, and the reality is only gold.

-Chandogya Upanishad