Is this sentence correct?
This is something we were not notified of.
Or is using of unnecessary in the sentence?
As it stands the sentence is OK. Omitting "of" is possible, but I doubt many native BrE speakers would do so.
There is a non-rule that a sentence should not end in a preposition, which has been debunked here on several posts for example here, but if you were writing this formally you could say "This is something of which we were not notified"