Why do some of my orders show the origin Unknown?

WooCommerce's order attribution remembers where a shopper came from (a search, an advert, another site) in cookies that follow them from page to page, so it waits until the visitor agrees to Advertising, like any other tracker. Orders from visitors who refuse show the origin Unknown. For visitors who agree, it starts on the page where they agree, so a shopper who came from an advert and answered on a later page shows as Direct.

If every new order shows Unknown, your banner probably does not ask about Advertising yet. The Dashboard says so under Worth doing next: press Read my site and it will. Visitors who answered before are then asked once more, about Advertising. You can also switch order attribution off under What is held back if you would rather it ran for everybody.