Hi Dustin,
What Adam said is correct.
Marketo uses Cookies to associate web activity back to the activity logs of leads in Marketo. A lead can be cookied by clicking on a link in an email you sent to them or by filling out a form on your website. If a lead is not cookied, the web activity will be associated to an anonymous lead.
If a lead is cookied, you will be able to get a list of names you are looking for by making a Smart List with the "Clicked Link on Webpage" filter.
Will