Many commentators suggest that this "certain young man" who followed Jesus was Mark (John-Mark, the author of this book). When he fled in confusion and naked, it probably didn't mean naked as we define the word, but in an undergarment.
One commentator suggests that this was Mark's way of depicting two different things:
1. It was Mark's humble way of claiming that he was there; and
2. His emphasis on the fact that ALL fled, including this "certain young man";
Another plausible claim is that it was John-Mark's family home where they celebrated the passover. Acts 12:12 indicates that they used to meet at John-Mark's mothers house, so it's plausible that this could have been the same house where they readied the Passover prior to Jesus' arrest.
It also gives plausibility to why a man carrying a pitcher of water might, at the drop of a hat, give them the room that Jesus instructed two of His disciples to ask the man for in order to eat the Passover. It seems likely that if this was John-Mark's family home, then the man could have known who they were and honored Jesus' request. (Mark 14:12-16).
Ultimately, this is all mostly speculation. But the takeaway that I see is that the fact ALL fled from following Him. Even this certain young man! And even Peter, who earlier in the evening had proclaimed that he would follow Jesus to the death!
It shows us something about our own natures - with the best of intentions, we will flee at the drop of a hat if all we have are our own strength and convictions. But the Spirit filled, Spirit sealed, Spirit taught believer who is totally 100% trusting in Christ and the Holy Spirit, will be able to endure.
Contrast this scene where they all flee, with the end of all of their lives and note the difference in all of them who eventually did go to their physical deaths for the sake of Christ. They endured many torturous physical deaths in the power that God gave them through His Holy Spirit, through faith in Jesus Christ.
Blessed are those who are persecuted for righteousness' sake, for theirs is the kingdom of heaven.
--Matthew 5:10