I'm curious about the Dirichlet series $$F(s) = \sum_{n = 1}^\infty \frac{H_n}{n^s}$$ of the sequence $H_n = \sum_{k = 1}^n \frac{1}{k}$ of harmonic numbers. Its abscissa of convergence is $1$. What properties does it have? Does it have analytic continuation? Does it have a closed-form expression? What is its asymptotic behavior at $s = 1$? (It diverges there.) Does it satisfy a functional equation? I can't find any information about it, nor can I answer any of these questions.
Note that $$F(m) = \frac{m+2}{2}\zeta(m+1)-\frac{1}{2}\sum_{k = 1}^{m-2} \zeta(m-k)\zeta(k+1)$$ for any integer $m>1$. That's about all I know.
Oh, and for obvious reasons, $F(s) - 1$ is asymptotic to $\frac{H_2}{2^s}$ as $s \to \infty$.