A euphemism used in the show for sex. In the original Japanese, the word used for "strange" also carries strong connotations of "naughty" and the implication is far more direct. The phrase could also reasonably be translated as "naughty things".
It comes up repeatedly throughout the first two episodes of the first season, and correspondingly in the early manga chapters, in the context of Chiaki's lack of knowledge of such things. It then never comes up again, except in Okaeri, where the phrase is not used. If an anime-original scene in Minami-ke: Okawari Episode 08 is to be believed, Chiaki's pure innocence on this topic has been adulterated at least slightly at some point, since Kana implies, jokingly, that Chiaki has been browsing porn on the internet, and Chiaki seems to know what she is talking about.
In the Japanese audio drama titled "Just a Few Minutes Longer 12.5" on the Minami-ke: Okawari soundtrack disc, it is discovered that Fujioka knows nothing of "strange things" from his own internal monologue after being accused of planning to do these things.
Characters above the elementary school level (with the exception of Fujioka) can be assumed to be "in the know". Of those on the elementary school level, much can be gleaned from Minami-ke Episode 02 (Minami-ke Chapter 003), with Uchida's knowledge evident in Okaeri Episode 08 (Minami-ke Chapter 105):
Does know: Makoto
Knows at least some details: Uchida
By Okaeri Episode 08, Yoshino, like Chiaki, appears to have picked up some sense that there is something to be discovered. Touma's behavior is consistent with either complete knowledge or no knowledge, but either way she does not care. Given the way she is implied to be a voracious consumer of manga, it is unlikely, but possible, that she has no knowledge.