Completely undeserved rant mode - ON:
My high school physics textbook's chapter on electricity said something similar, that no one knows exactly what electricity is. Both the book and your instructor were completely wrong. That is not true, it is not correct, it is the wrong thing to say to a student, and you should forget it.
In 1965, Richard Feynman won the Nobel Prize in Physics for - and this is a direct quote from Time Magazine - "figuring out the electron." From the 17th, 18th, and 19th century geniuses, including Fourier, through Tesla and Heavyside, to Feynman, "we" (certainly not me) know *exactly* how these things work.
OK, I feel much better now.
ak