An interesting integral, I don't know if it can be calculated, but we can try using a binomial series:
$$ (1+x)^{x}=\sum_{k=0}^{\infty}\left(\begin{array}{l} x \\ k \end{array}\right) x^{k} $$
And then integrate.
Maple gave me $(n+1)^n-\frac{1}{n+1}$. But Wolfram breaks this "theory" already for $n=1$. Perhaps this is asymptotic behavior for large $n$.