I have a Coby MP620-8G mp3 player. For some reason, I've been getting a whole bunch (at least 15 albums) of my artists thrown into the Unknown Artist category, making it difficult to find songs.
I just had this problem as well. Find one of the files that is showing up on the MP3 player as "Unknown Artist" in your iTunes library. Right click that song/file and click "Get Info". You'll most likely find that the song is an "ACC Audio File" which happens often when you copy CDs or download from the iTunes Store. Close the info window about the song and then you can select the entire album or individual songs from your iTunes playlist that are showing up as "Unknown Artist". Once all the songs that you need are selected, right click again and select "Create MP3 Version". This will create a duplicate, however, so you'll want to go back to the main library in iTunes (or stay there if you are already there) and then remove the original "ACC" versions. You can, if you'd like, keep them on your hard drive, but you really don't need them because MP3 is the standard. From here you can remove those files from the Coby MP3 player and replace them with the new MP3 versions you have created in iTunes.
I hope this helps!