You can create a filter that will act on all messages that are not labeled by any of the filters listed above this one (filters are processed in the order listed). Just create a filter entering in the field "Has Text" the following:
Potential issue: You have to make sure this filter is the last one on the list of filters. When I created it for the purpose of setting, it ended up near the bottom, but not the last one (to my surprise). Apparently, it's no longer guaranteed that the last created/edited filter will be listed at the end. (This used to be the case; see How can I reorder Gmail filters?)
And even if the filter is the last one now, sooner or later you'll add more and forget about that one.
I think a better solution may be to bookmark the search link in:inbox has:nouserlabels which will bring up unlabeled messages in the inbox. There is a potential issue here too:
You'll probably see a lot of conversations that have user-defined labels when you search for [has:nouserlabels] and that's because "Gmail applies labels to individual messages. In this case, another message in the same conversation thread has had a label applied to it."
If this becomes an issue, you can temporarily turn off conversation view for this search; there is a switch on the first page of settings.
I wish there was a search parameter like
conversation:off because it frequently makes sense to disable the conversation view specifically for the display of search results. Alas...