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Like their name suggest not much is truly known about the Unknown. Other than they are ancient and legendary pokemon.
Many have wonder about the mysterious pokemon that are the Unknown. What is known about them are that theres a type for each letter of the alphebet. Meaning certain Unknown are shaped like A, or O etc. Recently it has been discovered that they expand beyond the alphabet going into comas and question marks, as well as quotation marks. The Unknown have been shown to live outside of our dimension in a pocket dimension that can only be accessed by the unknown. They possess tremendous psychic power and can even manipulate reality by using the collective consciousness they all possess. It is unclear how old these pokemon are other than the fact that they aparently date back to around Palkia, and Dialga's time.