What is the meaning of (not set) in your reports?

This is because you are working with URLs with UTMs. The system places (not set) when it has, for example, in the URL, utm\_source with a value, but the utm\_medium is not part of the URL.
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An example of "not set" in the Top Mediums report would be:

domain.com?utm_source=google&utm_campaign=sincookies&utm_term=kw1

As you can see, the medium is not among the parameters, so the system will assign the value to each UTM, but Medium won't be set because it doesn't exist in the URL.