That would be
.notdef, a name that comes from the official PostScript Type 1 specifications.
CharStrings [...] This dictionary must have an entry whose key is
All unused positions in an encoding vector must be filled with the character name .notdef. Like any other character name, the name .notdef is defined in the CharStrings dictionary. If an encoding maps to a character name that does not exist in the font, the name .notdef is substituted. Every font must contain a glyph description for the .notdef character. The effect produced by showing the .notdef character is at the discretion of the font designer.
(PostScript Language Reference, 3rd. ed., Addison-Wesley)
The name has been copied for the same purpose into TrueType and OpenType fonts:
Glyph 0 must be assigned to a .notdef glyph. The .notdef glyph is very important for providing the user feedback that a glyph is not found in the font. This glyph should not be left without an outline as the user will only see what looks like a space if a glyph is missing and not be aware of the active font's limitation.
It is recommended that the shape of the .notdef glyph be either an empty rectangle, a rectangle with a question mark inside of it, or a rectangle with an “X”. Creative shapes, like swirls or other symbols, may not be recognized by users as indicating that a glyph is missing from the font and is not being displayed at that location.
Recommendations for OpenType Fonts, Glyph 0: the .notdef glyph
Most fonts use a nondescript unimaginative square – older Microsoft fonts are prone to this –, but some are actually quite nice, even though font designers are warned not to make it too attractive, else people may find reason to find a use it.
(The small inverse question mark is in a font of mine. The large one is from Zapfino, and the cute square one is Consolas.)