"It ain't what you don't know that gets you. It's what you think you know that just ain't so." Not Mark Twain. Josh Billings is credited with something similar, if less pithy. If Donald Rumsfeld had understood it (he famously didn't: "known unknowns"), the US might have stayed out of Iraq.
It certainly doesn't sound like Twain. That first sentence is awful. As far as Rumsfeld, known unknowns means knowing what you don't know the answer to, his problem was more with "there are known knowns; there are things we know we know.", because obviously he needed another category there as well, the incorrect known knowns.
Exactly: he listed known knowns, known unknowns, and unknown unknowns, but completely neglected the one that got him, even after the fact.