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I am testing "last" and "who" commands on my own PC. Apart from me, who is the only user and the reboots, I can see "unknown" users in what "last" produces:
When one of the xdm/kdm/gdm/... session managers start they allocate a terminal (first unused terminal, which can be tty1). To record the fact that it is in use the xdm/kdm/gdm register it as in use by gdm for the purpose of running X (the :0 entry).
You get multiple entries when you use the "user switch" option of a screen lock, which directs the xdm/kdm/gdm/... session manager to start a new X server, and allocate a new terminal.
The "unknown" is put in the user field of the utmp entry because until a user logs in, it is unknown as to what user it will be.
As a last thing that can cause confusion... if a graceful shutdown is not done (or the user aborts the X server for some reason) the "unknown" can remain behind as an incomplete record, showing additional "unknown" entries.
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