What is the significance of Yakov's statement "v'Anochi Lo Yadati"?
Seforno: Had he known that Hashem was there, he would have prepared himself for Nevu'ah.
Ramban (ha'Emunah ve'ha'Bitachon Perek 6): In this place it is proper to arouse the honor [of Hashem] that Nevi'im can see, until it will dwell on the person, and I did not know to do so.
Tosfos ha'Shalem (11): He knew that the Shechinah is everywhere. He did not know that the Kisei ha'Kavod was there.
Oznayim la'Torah: Even though this would have meant missing out on the incredible revelation that he had just experienced - if Hashem had not caused him to fall asleep, he would not have done so, since, irrespective of the benefits, it may not come about through an Aveirah ('Mitzvah ha'Ba'ah ba'Aveirah').
Why was Yakov afraid?
Seforno: He was afraid on account of his having erroneously slept there. 1
Why does it say "mi'Shenaso"? (Obviously, he woke from his sleep!)
Tosfos ha'Shalem (1): We read this like Mishnaso (his learning). If one thinks in Torah the entire day, he learns in a dream the entire night, and fulfills "v'Hagisa Bo Yomam va'Laylah." Hashem rewards him as if he learned from the entire day and night - "va'Hakitzosa Hi Seshichecha."
It could have said 'Yesh Hashem Kan.' Why does it say "ba'Makom ha'Zeh"?
Tosfos ha'Shalem (7): Ba'Makom ha'Zeh excludes Shilo (the Shechinah abandoned it - va'Yitosh Mishkan Shilo"). -
רש"י: שאילו ידעתי לא ישנתי: מנין שזו הייתה כוונתו?
גור אריה: אם לא כן, למה אמר "ואנכי לא ידעתי"?!