This paper deals with learning first-order logic rules from data lacking an explicit classification predicate. Consequently, the learned rules are not restricted to predicate definitions as in supervised inductive logic programming. First-order logic offers the ability to deal with structured, multi-relational knowledge. Possible applications include first-order knowledge discovery, induction of integrity constraints in databases, multiple predicate learning, and learning mixed theories of predicate definitions and integrity constraints. One of the contributions of our work is a heuristic measure of confirmation, trading off novelty and satisfaction of the rule. The approach has been implemented in the Tertius system. The system performs an optimal best-first search, finding the k most confirmed hypotheses, and includes a non-redundant refinement operator to avoid duplicates in the search. Tertius can be adapted to many different domains by tuning its parameters, and it can deal either with individual-based representations by upgrading propositional representations to first-order, or with general logical rules. We describe a number of experiments demonstrating the feasibility and flexibility of our approach.