So, when addressing some one you would put it in the middle of the sentance like that?
That does seem quite unusual to me... and then you definitely need commas on both sides. I wouldn't recommend such an option.
Why "anything about me" and not "nothing about me"? I thought "Nic" was "nothing" ot maybe it is but i do not difference.
Actually, "You know nothing about me!" is the default answer, with "You do not know anything about me!" being just accepted. Yes, "nic" = "nothing", but the English and Polish grammar work very differently here (Polish requires double negation), so the translations often are quite different.
direct translation would be "Nic Wiesz, Jonie Snow" but is that unusual for native polish speakers?
"nic" and "niczego" are both proper Genitive forms, even though only "niczego" does seem Genitive at first sight. They are equivalent, although one or the other may sound better/more idiomatic in the given sentence.
I was told it "Sounds like a song lyric or poetry to me, not really a natural expression."