If something is unidentified, it's mysterious or unknown, whether it's an unidentified flying object or an unidentified fruit that turns up in your grocery cart.
Being unidentified means having an unknown identity, from a Latin root meaning "sameness." If you can't determine the identity of a person, like the victim of a crime or a new student at school, they're unidentified. And if your dog brings something disgusting inside, but you can't figure out what on earth it is, just call it an unidentified object and toss it in the garbage!