WordPress does not keep the log of user activity out of the box. There are plenty of third-party plugins that do it. However, if you need to get a list of all users that have successfully logged in into a WordPress installation at least once then a MySQL query below can do that for you:
SELECT wp_users.user_login FROM `wp_users`, `wp_usermeta` WHERE `wp_usermeta`.`user_id` = `wp_users`.ID AND `wp_usermeta`.`meta_key` = 'session_tokens';
The query above relies on the session data that is saved in the database once a user logs in. If the user has never logged in they won’t have any session data saved against their user id and that user won’t be returned by the query.