Climate engineering is increasingly being discussed as a potential, temporary means of alleviating some of the worst effects of climate change. If society is going to pursue it someday, we need to have confidence that it will do what it is intended to do. So how do we know? Here I will discuss some of the things we know about the natural climate effects of climate engineering, how we know them, and what some of the largest uncertainties are. I will point out major gaps and offer a discussion of how the natural science research community might be able to close those gaps. There will ultimately be uncertainties that cannot be reduced, but some can potentially be managed, and some are likely irreducible. These discussions will form the beginnings of a roadmap toward responsible decision making around climate engineering.