What does "not set" mean in Google Analytics?

Adria Pazour

I am trying to create a Custom Report in GA, and the top keyword shows up as "not set." When I click on the "not set" keyword, it brings me to my custom dimension, with all the information. But I do not know what keyword people used to get there, as it says "not set." Why is that? Does this have something to do with AdWords? Any help or references on this would be greatly appreciated.

Thank you!

Brian Mucha

Looks like it is connected to AdWords.

http://www.manupriya.com/2007/12/google-adwords-auto-tagging-and-google.html