In a very early TNG episode Lonely Among Us they coincidentally discover this anomaly:
Yar notes that it has "considerable energy and changing patterns" (i.e. dangerous and unpredictable).
They're on a mission to deliver some delegates but Picard chooses to fly very close (later we learn they went more than close but actually flew into that thing) to take some sensor data without any further research of the phenomenon.
While I realise that their primary mission is scientific discovery (that's one of the reasons I like them), this course of action can only be described as insanely suicidal.
The same basic idea was picked up in a later VOY episode, and seems to be a common pattern. Why would any starship captain expose their ship and crew to such irresponsible danger to take some in-a-hurry-measurements instead of postponing a detailed analysis to a later time? Possibly by an explicit research vessel?
Note: To find it again, they could have posted a buoy to track it, even at warp speed. Also, this is more of a general question (they seem to do this all the time) than a question specific to this particular episode (I just happen to have watched it right now).