know you are not alone..."
know that you are not alone..."
If I use the line in a poetic way, does the first sentence sounds non-grammatical without that?
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In your example "that" is a conjunction introducing a subordinate clause used to report someone’s thoughts.
After know (and numerous other verbs used to report a statement or someone’s thoughts, such as admit, agree, claim, see, say, ask, write, explain, etc...) we use a reported clause beginning with the conjunction "that". In informal speech and in writing, the conjunction "that" is often omitted.
I know you are not alone.
I know that you are not alone.
He said he was coming.
He said that he was coming.
I forgot I had to pay that bill.
I forgot that I had to pay that bill.
All these sentences are correct.
This type of sentence is called a that-clause, even when that is omitted.