How could God be fair if he allows millions of people to be born and die without knowing who Jesus even was?

You must know God the Father and His Son, Jesus Christ to be saved (John 17:3). You must be baptized (John 3:3-5). Those who do not have an opportunity to be baptized in mortal life, can accept baptism later (1 Corinthian 15:29). Those who do not hear the gospel in this life will have an opportunity to hear it after this life (1 Peter 4:6). Good people will have a thousand years to practice and perfect their full submission to the gospel and its Author (Revelation 20:2-7).