Ineffable is an adjective that means “incapable of being expressed or described in words”. Something can also be effable, the opposite of ineffable, but for some reason the word effable never seems to show up anywhere.
The Online Etymology Dictionary doesn’t have an entry for effable, but ineffable can be traced back to Latin “in- ‘not’ + effabilis ‘speakable,’ from effari ‘utter,’ from ex- ‘out’ + fari ‘speak’”.
Wikipedia’s page on Ineffability has an incomplete list of ineffable things – and some interesting trivia. I liked this quote by Douglas Adams: “We shall grapple with the ineffable, and see if we may not eff it after all.”