JackJrzy saidIt's true; we don;t know what electricity "is."
We don't know what "energy" is either, for that matter.
I've always thought these were pretty well understood concepts.
Electricity is moving charge. Usually, that means electrons are sliding around in a material. In metals, this works a lot like a gas--pressurize one end of a hose, and all the air rushes towards the other end and blows out. You can use moving charge to do work.
Energy is a little more complicated, but basically you can say that it's a conserved quantity in all physical interactions. There are various rules about how energy can be transformed (for example, a rock hitting the earth converts kinetic energy in the rock to vibrations in the soil and air; an electron and positron may convert to a photon with equivalent energy), but the energy of a system is always constant.
The deeper interpretation of energy is derived from Noether's theorem, which basically says that for every symmetry there is a conserved quantity. The fact that the laws of physics are the same from moment to moment implies that *something* is conserved in physical systems, and we define that quantity to be energy.