This article is from the PGP FAQ, by Jeff Licquia firstname.lastname@example.org with numerous contributions by others.
It means that the key used to create that signature does not exist in
your database. If at sometime in the future, you happen to add that
key to your database, then the signature line will read normally. It
is completely harmless to leave these non-checkable signatures in your
database. They neither add to nor take away from the validity of the
key in question.