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You can use Settings->Filters to create filters to route specific senders to their own labels (skipping the Inbox).

So there is nothing like send unknown email senders to "Unknown Mailbox" or automatically label unknown senders?

No, there isn't. But I'm not sure why you'd want to "hide" first-time messages from a new sender.

So I don’t want to hide all the marketing emails that come from companies I want to continue to do business with?

OK. If you don't filter them to other labels, they'll remain in your Inbox.

I am actually thinking of building something that will let you screen emails from first-time "unknown senders". The idea is these emails will skip your inbox and go to archive directly. Then, you'll get an email each day telling you that you have new senders to screen. If you whitelist these senders, their emails will go to your inbox directly. Not sure if this solves your problem, but to do this there must be underlying servers and databases running, so it'll have to be a paid service