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I'm trying to setup my malware analysis dynamic box, but when I tried to add the virtualbox host-only network, it just says "Unidentified Network" in my host Control Panel, and in my Windows 10 Virtual Machine. Any ideas on how to fix it?

VipeL wrote: it just says "Unidentified Network" in my host Control Panel,

I don't see this in my Win10 host, but I have a vague recollection of seeing this in the past. Maybe Microsoft changed the layout once again.

If I remember correctly, this happens because Host-Only doesn't provide a gateway, since it doesn't connect to the Internet, see Virtualbox Networks: In Pictures: Host-Only Adapter. The "Unidentified Network" message can be ignored. It doesn't interfere with using Host-Only the way it's supposed to be used.

Putting a gateway on Host-Only to get the message to go away may confuse the VM OS, as it will tell the VM there's an internet out there, but no internet ever responds to the OS's requests. Also, if you put a Bridged or NAT/NAT Network into the VM as well as Host-Only, then there will be two gateways, which also confuses the VM OS. It's recommended to not put a gateway into Host-Only, unless you really know what you're doing. (Note that it is ok to have Bridged or NAT/NAT Network in the VM along with Host-Only as long as Host-Only does not have a gateway.)

If you are really concerned about it, you can manually set unidentified networks to be classified Private from the Local Security Policy settings. Go to Local Security Policy > Network List Manager Properties > Unidentified Network Properties.
If you have Windows Home, do an Internet search for enable local security policy in windows home.