[subject] + 不知道 + [question word] + [verb] + 好
[subject] + 不知道 + [verb] + [question word] + 好
[subject] + 不知道 + [question word] + [verb] + 才好
不知道 + question word + verb + 好 says you can't decide what to do – which choice would be the good one. The 好 at the end is "would be best"; it turns plain not-knowing into being at a loss.
The question word can come before the verb (怎么, 什么时候) or after it (说什么, 选哪个, 去哪儿).
才好 in place of 好 makes the helplessness stronger.
Without 好, the sentence is plain fact: you lack the information. With 好, you're stuck choosing.
The question word can't be dropped, and 好 goes last.