NN is (was) also used in neapolitan comedy, derived from earlier use throughout the Roman Empire and Middle Age.
The "figlio di NN", or "son of NN" means someone who was found and adopted (typically by nuns) and whose parents were unknown.
NN can be used in general for people whose origin is uncertain. I think in this specific case it's a bit misleading - although the wikipedia article seems to suggest that NN can also be used as a synonym for "unknown", although from a historical perspective it is a bit incorrect.
The literal translation from Latin creates some confusion if you didn't know the context.
https://en.wikipedia.org/wiki/Nomen_nescio