There are many types of knowledge, and erudition is one of them. Erudition is a thorough, formal, and profound sort of knowledge obtained by extensive research. The term is often used to discuss knowledge in fields other than those of mathematics and the physical sciences—so you're more likely to encounter it in discussion of philosophy or literature than in discussion of biology. Erudition is not a high-frequency word in English, but when it is used, it's likely to be in a context of glowing appreciation, as something that inspires respect or awe.
Interesting is one of those familiar adjectives that we reach for so often, it verges on filler. Compelling is a more intense form of interesting that can bring your meaning into focus. When something is compelling, in the sense of having a powerful and irresistible effect, it commands our attention. The adjective comes from the verb compel, which means "to force or drive, especially to a course of action." Compelling cases or compelling arguments force us to consider them. Art can be visually compelling, drawing us in and capturing our attention. Similarly, good books are often described as compelling if we cannot put them down.
Something that is incessant continues without interruption—and is more often than not a source of irritation! Incessant chatter near your workstation might disrupt your concentration; incessant whining in any circumstance might deplete your patience; and incessant demands, as from a boss or from any other source, might make you feel exhausted or taken for granted (or both!). When not used to describe undesirable situations such as these, you may find incessant used in a more neutral sense to describe continuous and unrelenting rainfall, or other weather events that carry on seemingly to no end.