Use the adjective unwitting to describe someone who doesn't know certain important information, such as unwitting computer users who don't know that an online shopping site is tracking all their activity.
Unwitting can also describe something you do almost automatically, like the unwitting way you double-check that the door is locked when leaving the house. It can also indicate that something is done without intention, like an unwitting arrival at a by-invitation-only event. Wit means "clever," so something that is unwitting is not clever.