From the top of my head, settlements that start without walls will be
Skara, Warberg, Kalmar and Visby in Scandinavia
Revel, Riga, Helsinki (has a different name in game) on the Baltics
Cork, Carrickwhatwasthename and the southern Welsh one on the British Isles
plus a couple in Russia
Basically all settlements where no proper town existed in 1080.
@Parzival2211
Yes, for 0.8 all M2TW vanilla units have been replaced; save for the Moors, but also for them we have swapped around everything and made a new set-up with all kind of "eastern" units available.