I was looking at my webalizer stats for this month.  Under the Top X Usernames for this Month section, I noticed a username that I've never seen before.  I don't remember ever setting up an acct for that guy, whoever he is..  It doesn't show much data transfer under his name though..

(now an onslaught of questions)
Does anyone know how that happend?  Is this a security hazard?  Did  someone just try to login to my site with that name, but didn't get anywhere? And can I find out which part of my site he was trying to access?

It could be from someone accessing your website like this:

http://myusername@yourwebsite.com

That would be a possibility.