It's not at all difficult for me to just say that I don't know. I'm secure and perfectly comfortable just saying, "I don't know". Of course, if it's in a work setting where one would be expected to know there should also be, "...but I'll find out" or "...but I'll refer to x who is better able to answer your question".
Then, too, in a personal situation there can be things like, "I don't know, but I tend to think..." or "I don't know for sure, but from what I've heard..". (That type of thing). I don't think there's anything wrong with saying, "I don't know for sure, but I think, maybe....". That lets the other person know you're making it clear that you don't really know but are trying to be helpful. As long as there's an "I don't know" clearly in the mix, the person hearing it knows where s/he stands with regard to whether he could/should trust your reply.
Where it gets bad is when people whip up anything as a reply to a question when they know they don't really know for sure but don't want to just say that they don't (or, I suppose in the case of some people with poor communications skills, essentially aren't careful enough about their choice of wording).
What's equally "bad" (or maybe worse) can be the conscientious, caring, person who clearly tries to be honest but doesn't know that s/he doesn't know something. I think of the line from "Colors of the Wind"," when Pocahontas points out (essentially) that just because people are different from us that doesn't mean they aren't people, or are less than people (or us). The line essentially tells people to try to see things from someone else's perspective/place in the world; and "....learn things you never knew you never knew".
What you really don't want is anyone who "never knew he never knew" to pipe up with answers, not because he finds it hard to say "I don't know", but because he truly thinks he "knows" and can't imagine that there may things he "never knew he never knew".
Some people are too insecure to say they don't know. Some are too (and inappropriately) secure in their believe that they do know. Some just won't give someone else the satisfaction of admitting that they don't know about one thing or another.