Please check the flow where you have done a Create object if it there pls delete that activity and check it once.
Mendix creates a annonymous user object whenever you hit the mendix without login. Mendix uses this method to control the acess for the annonymous users.
Hope it helps !
This behaviour only happens when you allow anonymous users.
If you want to get rid of these objects, you can create a scheduled event that retrieves all anonymous users. Use the lastlogin date to differentiate which of those users are safe to delete.
As others have mentioned this occurs when an anonymous user visits the site. A unique User is created specifically for them by Mendix.
You can clean up the old data using the System Management module from the Marketplace.
Hope this helps.