I received a w-2 form under my name from a unknown employer. What should I do? Or who to inform about this?

Contact the sender of that W-2, and be on the lookout for identity theft.

But, did you perchance receive any Third Party Disability benefits in 2020?  If so, that W-2 might be from them. Or, your 2020 employer changed names, or was acquired by another company.  You can look up that employer on the internet and see if it uncovers anything.

Employment Related Identity Theft | Internal Revenue Service (irs.gov)

REPORT IT

If you don't who the employer is or why the W2 was sent, contact the IRS and report it. 

IRS ID Theft

Thank @SweetieJean I actually ended up contacting the HR to verified if the W-2 form came from them. 

Thanks @KrisD15 this would of been my last option.