Exactly. Nothing to worry about.
Especially on a Website with a lot of regular traffic.
There are crawlers, bad bots, scrapers, etc., and it’s on our own or Website owner to determine and decide what to do with them and how to deal in future.
Again, those “unclassified” can be for example, blocking Bingbot (Microsoft ASN) which daily generates unwanted traffic to your website and crawls the content, despite you haven’t added your Website to Bing Webmaster Tools and haven’t submitted the sitemap never before. Kind of a, not needed traffic and with Cloudflare we can leverage and low the CPU workload by blocking and not serving all that to the bots and similar, rather only to the regular real visitors which are more valued and appreciate to have than those bots, and also improve the performance and loading time of our Website on the way too by cutting them off.
However, from time to time, due to the security concern and for someone who does take care of a Website security & protection, it would be really usefull and good form time to time to take a look at Security → Overview tab, and decide if we might have to improve some of our security options like using Firewall Rules and challenge or block some real potential threat by the same IP or same network (AS number), or some other way to improve.
I’d say it is a great way to explore, research and identify the “bad guys”, therefore decide either to keep it “as-is” or rather challenge/block them completly on the way and stop from either trying to acces or do some harm to our Websites.
It’s the opportunity because I doubt we’re checking our access log files at our server and then doing the lookup if the IP/visitor is good or bad, or where did it land, or was it some kind of a unusual vulnerabillity scanner, etc.
At Cloudflare dashboard → Security → Overview, in the table/list, we can clearly see this information by clicking on the each event to expand more in details.
I hope this helps a bit in your case, please let us know if you have further questions and feel free to ask/create a topic.