since nothing goes through right?

Things go through.

First, there is armour and there is armour. Breastplates intended as standalone armour (i.e., not made to be worn over mail) were often 2-3mm thick. Many helmets are similarly thick. That's enough to stop arrows from longbows, crossbow bolts, and even many early firearms. Artillery and many later firearms (e.g., many 17th century guns) will go through that (which is why some 17th century armour is 6-9mm thick).

But making the whole armour 2-3mm thick will result in armour that is far too heavy. Arm and leg armour was often under 1mm thick, and arrows and crossbow bolts (and bullets from early firearms) will go through that. It should provide good resistance against swords, but lances and heavy polearms (which might threaten even typical 2-3mm breastplates) can be expected to penetrate such thin armour. Warhammers and maces will be effective.

Apart from much of the armour being thin enough to penetrate with many weapons, it's also possible to go around the armour. Backs and insides of legs are often unprotected, and the insides of joints such as elbows and knees are often unprotected, or lightly protected. The same for armpits, groin, and palms of the hands. Spears, sword points (especially while half-swording), polearm spikes, etc. can be driven into such gaps.

Finally, one of the most effective anti-armour weapons: the dagger. Wrestle the armoured fighter, throw and pin them, and then draw your dagger and stab them through the eyeslot (in in some other gap in the armour, if more convenient).

In summary: Weapons short of guns are unlikely to go through the most protective parts of the best armours, but even in those best armours, much of the armour is less protective, and lances, halberds, arrows, crossbow bolts, maces, warhammers, etc. will be effective. Against the gaps in the armour, many weapons will be effective.

If we look at fencing manuals from the 15th century, armored combat was very much based on stabbing at the places that were not protected by plate armor. Face/eye-slits, arm pits, groin, etc. This is to some extend also true with weapons like pole axes, that are theoretically capable of penetrating plate armor. The problem is, that a full force swinging blow is quite predictable and thus easily parried and countered by the opponent.

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An excellent description of armored combat with pole axes can be found in Le Jeu de la Hache ("The Game of the Axe") (MS Francais 1996), an anonymous manuscript from around 1400. You can find the text with an English translation here: https://wiktenauer.com/wiki/Le_Jeu_de_la_Hache_(MS_Fran%C3%A7ais_1996) "Le Jeu de la Hache" unfortunately does not contain any illustrations.

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Another source we could look at (this one actually contains illustrations) is Il Fior di battaglia ("The Flower of Battle") by Fiore delli Liberi. One of the manuscripst (MS Ludwig XV 13) is available online and includes English translations: wiktenauer.com/images/e/eb/Getty_MS_Ludwig_XV_13_Scans_with_English_Translation.pdf (sword in armour starts at p. 64, polaxe at p. 70).

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The surviving sources are generally concerned with dueling situations. Thus it is difficult to say to what extend these techniques were used in military battles.

Like most things, the answer here is: It depends.

Who is the knight fighting? where is he fighting? Who is fighting alongside him?

Knights in full-plate struggled at Hattin against Saladin, blinded by smoke and running out of water.

In contrast at the "combat of the Thirty" in the 14th century only 25% of the armored combatants died in the melee.

Agincourt offers another situation. The heavily armored french knights advance on foot, through thick mud, under a hail of longbow fire. There is considerable debate among historians over whether the longbows could pierce plate armor and at what distance, and whether the first rank carried shields as necessary protection against the English archers. But even if the arrows don't penetrate, they are still transferring a great deal of energy to the knights, denting their armor and imparting some blunt-force trauma. The experience of the French knights would be similar to wading through ankle and knee-deep mud, carrying 40-50 pounds of weapons and armor while someone pelts you with baseballs or hits you repeatedly with a hammer.

So by the time they reach the enemy line they are exhausted, and encounter enemy armored knights who are fresh, and then get swarmed by nimble unarmored archers, who even with just their belt knives can find the holes in your armor.

The battle of the golden spurs offers another interesting situation where armored heavy-cavalry suffered high casualties against urban militia (who suffered almost no casualties) using pikes, Godendags, and better tactics.

But the important thing to remember here is that nearly anyone who could afford armor was worth more alive than dead. Peasants died in medieval wars, knights generally got captured and ransomed (though there are exceptions to this such as the crusades, battle of the golden Spurs, Jacquerie, etc)

Armor was effective, particularly when among other armored men, particularly when you are all mounted on horseback. Effective pikemen, longbows or crossbows could negate the mounted advantage, as could strong defensive positions. Knock a knight of his horse he is more vulnerable, knock an armored combatant on the ground he is more vulnerable. Think of how exhausted people get after a few minutes of MMA or boxing and then consider that medieval battles could last all day long (though yes, obviously the tempo of combat is not constant). Its not hard to sneak up behind someone in a great-helm, or for several peasants to overpower them if they are exhausted.

Probably the most significant thing about full plate armor is that it tends to protect you from dying from a stray arrow, and dying "accidentally." Because again, your enemies almost always want to capture and ransom you.