General Synonyms:
* Unidentified
* Unrecognized
* Undiscovered
* Undetermined
* Unestablished
* Unrevealed
* Secret
* Mysterious
* Obscure
* Unclear
* Uncertain
* Unpredictable
* Unforeseen
* Uncharted
* Unfamiliar
* Unheard of
* Strange
More Specific Synonyms:
* For people: Anonymous, nameless, faceless
* For places: Unmapped, unexplored, unvisited
* For information: Unsolved, unexplained, unresolved
* For things: Unseen, unfound, lost, hidden
Informal Synonyms:
* A mystery
* A riddle
* A blank slate
* The great unknown
The best synonym to use will depend on the specific situation and what you are trying to convey.