Its not a super big deal,
There isn't any thing Super Big but the main thing is, there is an unown for every letter in the alphabet.
A b c d e f g h i j k l m n o p q r s t u v q x y z
After retrieving those you're pretty much done there.
Here are a few other interesting things about unowns.
From Bulbapedia, the community-driven Pokémon encyclopedia.
The Unown Dex is a Pokédex upgrade present in Generation II. It is designed to display all 26 different types of Unown and the word that is associated with each form. The Unown Dex does not list the Unown in any specific order; rather, it lists them in the order in which the player captures them. After catching all 26 types, however, the forms will be reorganized alphabetically. Upon the player's capture of at least three different Unown and exiting the Ruins of Alph, a scientist will upgrade the player's Pokédex to support this mode. Ultimately, completing the Unown Dex also allows a player with a Game Boy Printer to print out the Unown sprites and text.
The Unown Dex is replaced in HeartGold and SoulSilver with a key item called Unown Report.
Trivia
Unown A, D, M, and N are the only Unown that have a different word than their Unown Dex entry as their Pokémon Power.
Unown U and W are the only Unown to have a Poké-Body instead of a Poké-Power.
Unown ! and ? were the only Unown without any Unown Dex entry at all in Generation II, as these variants of Unown did not exist until Generation III
There are 230 varieties of glitch Unown, some of which can have diverse effects on the game. 1
Certain varieties of glitch Unown such as those with identifiers of 28 and 145 (1C and 91 in hexadecimal) will cause an evolution screen for a nonexistent Pokémon and restart the game in a glitch dimension.
-Bulbapedia
