There are a couple of standards given in the naming conventions.
* If you're unsure of the Proper First Name, enter Unknown. If you can make an educated guess, enter that and mark the status as "uncertain". You might also wish to explain it in the biographical text. Do not use NN, or something like Twin, Daughter of X, Husband of Y, etc.
* If the last name is unknown, use Unknown in the field. Do not use Not Sure, NN, Wife of X, Adopted, etc.
You can find them under Specific Rules for Individual Name Fields.