KP (Knowledge Points) are gained whenever you encounter an event you haven't seen before. It's admittedly not surfaced very well, partially because the numbers for KP gain are pretty arbitrary, and you can only see your total when opening the new game+ menu. Generally the events for more difficult threats will give more KP. As long as you carry over your seen events between runs, your KP total will only ever go up or stay the same, letting you get more and more stuff in new game+.