If you run into an error like this:

! Package inputenc Error:
  Unicode char \u8: not set up for use with LaTeX.

it probably means that you are using the default LaTeX engine, pdflatex, to render the (intermediate .tex) document to PDF, which was unable to process certain Unicode characters in your document. If that is the case, you may switch to xelatex or lualatex, e.g.,

output:
  pdf_document:
    latex_engine: xelatex

You may also change the LaTeX engine for other document output formats, especially those based on pdf_document, such as bookdown::pdf_document2 and tufte::tufte_handout, e.g.,

output:
  bookdown::pdf_document2:
    latex_engine: lualatex
  tufte::tufte_handout:
    latex_engine: xelatex