I find Ba-Ado-Mishram to be the most interesting of the Unmade. She is said to have been keen of mind, a highprincess among the enemy forces, their commander during some of the Desolations. I do not know how this relates to the ancient God of the enemy, named Odium.
Brandon has confirmed that the Unmade are Splinters of Odium. Odium splintered himself and created the Unmade to be his influence on Roshar. It is through the Unmade that Odium may be able to influence people there in how they think or act.