Each un-registered (not logged in) User surfing your Site is treated as anonymous user. The System doesn't know anything about them.
Each anonymous user is seen as the "magic" User all+. The all+ user is (by default) member of the Usergroup Anonymous.
Note: Be careful, if you add the anonymous (all+) user to another usergroup, each unregistered user will have their GroupPermissions and item rights too!
- SuperUser - the other available "magic" user