Interested in Language
It depends on how you break down the sentence. If by "Not only I", you mean "I am not the only person who knows", then it's fine. If you mean "It is not simply the fact that I know", then I would add "do".
Not only do I know, but Peter knows too = One fact is that I know. Another fact is that Peter knows.
Not only I know. Peter knows too = I am not the only person who knows. Peter also knows.
Look at the different ways in which "Not only do I know" and "Not only I know" might be used in a conversation.
Jane: Do you know James is having a party on Saturday night?
Carl: Not only do I know, I'm going to it.
Jane: Only you know what you earn.
Carl: That's not true. Not only I know. My boss knows too.
Remember - if you don't use correct capitalisation, punctuation and spacing, anything you write will be incorrect.