You can use Windows Explorer or any of the taggers mentioned by studiohack for this.
Basically, get a list of all your MP3s loaded into an application that will let you sort on (for example) Title.
Aw, just saw your Linux tag. You may be able to do the same thing using similar tools in whatever window manager you are using; it probably depends on what version of Linux you are using.
To do it in Explorer:
- Press Windows Key -> F, or Start Menu -> Search -> For files or folders (in WinXP; it's slightly different in newer OSes)
- Search for files named "*.mp3" (without the quotes), on whatever hard drive stores your MP3s
- When the search is done, make sure the Title column is showing (right click on the column header and check the "Title" checkbox if it is not). Then click the Title column header to sort.
- All the files at the top of the list, with no title, are untagged.
Now I wonder what you plan to do with all of these files. If you're just going to delete them, you can do it from there. If you want to keep them and tag them, then you can use one of the taggers. Some or all of them provide a way to set the MP3 tags from the filename, if you want to quickly get them tagged.
Sometimes files with no tags were downloaded incompletely or are corrupted, so it could be that your player is having problems with them because they are not valid MP3 files.