Your Moodle site has a special user called Guest. This user can be granted access to courses, without requiring them to be enrolled. Essentially, you are allowing anonymous users to access your site and/or course.
In the following screenshot, the Login as a guest button indicates that guest access has been enabled for this site. If you disable guest access, this button does not appear:
Who is your guest visitor? You will probably never know! That's because the guest account can be used by anyone, even multiple people at the same time. Therefore, you won't know the guest's name. When you look at your site logs and see the activity for the guest, you are looking at the activities performed by every visitor who used the guest account.
The Settings page for the Guest access method contains some settings for a password:
It may seem odd to set a password for an anonymous guest. However, there is a good reason for requiring a password for the guest user. It prevents automated software, such as web crawlers and spam harvesters, from entering your course. Requiring a password for the guest ensures that the user entering the course is a human and not a piece of software.
If you require a password for guest access, you'll need to tell your guests what the password is; you can add that to the course description that the visitors see on the front page of your site.