By default, WordPress will show the mystery man image next to the comments where the comment author does not have a Gravatar image associated with their email address. This is called the default Gravatar image.
You can change this image by visiting the Settings » Discussion page and scrolling down to the Default Avatar section.
From here, you will see a bunch of options to choose from. Some of them will automatically attempt to generate a unique image by using an algorithm based on the user’s name or email address.