We write in response to the call from the 2020 Decadal Survey to submit white papers illustrating the most pressing scientific questions in astrophysics for the coming decade. We propose exploration as the central question for the Decadal Committees discussions.The history of astronomy shows that paradigm changing discoveries are not driven by well formulated scientific questions, based on the knowledge of the time. They were instead the result of the increase in discovery space fostered by new telescopes and instruments. An additional tool for increasing the discovery space is provided by the analysis and mining of the increasingly larger amount of archival data available to astronomers. Revolutionary observing facilities, and the state of the art astronomy archives needed to support these facilities, will open up the universe to new discovery. Here we focus on exploration for compact objects and multi messenger science. This white paper includes science examples of the power of the discovery approach, encompassing all the areas of astrophysics covered by the 2020 Decadal Survey.