You can see a list of every customer that is currently logged in by navigating to Customers > Online Customers. This list even includes customers who are not logged in. They are referred to as Visitors, and the First Name for all Visitors will be Guest. For each customer, you will be able to see the IP address from which they are accessing your site, the time their session began, the time of the most recent activity in your site, and the most recent URL they visited. When you click on a logged in customer, you will be redirected to that customer’s page in the admin. (Source: Magento Wiki Entry)
Note that you will only be able to visit the customers page in the admin section if the customer has registered with the store, so this doesn’t apply to “Guest” customers.