It depends how large the thing is you are looking for. We can spot objects less than a cm in diameter in LEO through radar. If the ISS was on the Moon it would just span a couple of pixels even in Hubble and you wouldn’t expect to see it. We can detect the light from an asteroid 300 meters in diameter out to the outer asteroid belt. But it’s hard to look close to the sun and though we know there are no extra planets between Mercury and the Sun - we can’t rule out a small asteroid or a few there up to tens of km in diameter permanently orbiting close to the Sun. We can spot objects of 100 km in diameter out to way beyond Neptune.

It gets harder to spot things very rapidly as you look further away. First is just resolution - if it is ten times further away, it’s ten times smaller in all its dimensions which makes it a hundredth of the area. So that alone would make something ten times further away more like a hundred times harder to spot. But also, as it gets further from the sun, if it is ten times further, the sunlight falling on it is a hundred times fainter.

The combination of both effects means that a planet ten times further away than Neptune, which is still well within the domain of our Sun, and indeed rather close to it compared to the light years distances between stars, is ten thousand times harder to see in a telescope. If it glows in infrared from its heat of formation or fusion reactions like a star, it’s not so bad because then it just gets a hundred times harder to see the further away it is.

But we can only see distant stars because they are incredibly bright, like our Sun. Galaxies are even brighter in terms of total amount of light though the surface brightness is low - and the furthest you can see with the naked eye on a dark night with good eyesight far from any light pollution is probably the Andromeda galaxy, as a faint smudge. Astronomers can spot supernovae in distant galaxies but you can’t see them by eye.

Apart from that - the main areas we can’t see are the interiors of gas giants and planets, and the oceans of icy moons.

Also there are many objects that we’ve seen once only. Triton is an example, seen close up by Voyager 2 only once, and never again. Far too far away to study in any detail from Earth. One of its most intriguing features are its nitrogen geysers - liquid nitrogen breaking through its surface make the dark streaks here

Triton (moon)

Pluto is like that too. New Horizon observed it close up, and we have never seen it before and there is no mission on the drawing board yet to follow up though many think we should.

The many small dwarf planets in the outer solar system have never been seen in any detail and may have interesting low temperature phenomena, even nitrogen lakes and rivers made of liquid neon gas, and far enough away, even liquid helium.

As close as the Moon - we could have vast underground caves there over 100 km long and several kilometers in diameter in its low gravity. Also the lunar poles have craters of eternal darkness and it’s really hard to tell what is in those craters because we can’t study them optically, and may have large amounts of ice, at the least do have some ice we know already.