Every tree has people who are there because someone said so. Grandma's cousin, added from a conversation. A branch copied from a distant relative's tree years ago. They may all be right. But nothing in the file says why.
The Source coverage page, under Research, lists them: every person with no citation attached to any fact, sorted by how close they are to the starting person, so parents and grandparents come first if they are on it, and seventh cousins come last.
Why this list is worth more than the others
Most checks find things that are wrong. This one finds things that are unproven, which is different and larger. It is not really an error list. It is a research plan. Each name on it is a question: what document shows this person existed and belonged here?
Working through it
Start close. Your own parents and grandparents should be easy: birth certificates, marriage certificates, census entries, an obituary. If they are on the unsourced list, that is an afternoon's work and it makes the whole tree more credible.
Then follow the line you care most about. There is no rule that says everyone must be sourced. Pick the branch you are actually researching and work outward.
For each person, one good record is enough to start. A census entry that shows them in the right household at the right time does more than five family stories.
Enter the source in the desktop program or on the website, attach it to the fact, re-export, and the person drops off the list.
Pin the people you are working on. Hide the ones you have decided to leave for now. Export the list to take it to the archive.
What the list does not tell you
That the sourced people are right. A citation can be wrong. But a person with a citation has something to check, and a person without has nothing.
That the unsourced people are wrong. Most are probably fine. They are resting on nothing.
A related report
The Source coverage page also lists unsourced events: births, marriages and deaths with no citation, for people who have sources elsewhere. That catches the person with a census citation but nothing for their birth. Same idea, one step finer.
Next
Open Source coverage and look at who is at the top of the unsourced list. If it is someone you knew personally, that is where to start.