Can a magus who uses unarmed attacks use his Arcane Pool on his fists? Does the answer change if he has monk levels? What if he has natural attacks (claws or some such) instead of unarmed attack?
The rules are unclear, but I would be tempted to say yes, with some caveats.
For most characters and purposes, an unarmed strike is not a natural weapon (or a weapon of any kind). Some effects, like the monk's unarmed strike class feature, make an unarmed strike equivalent to a natural weapon, but this is not the normal state of affairs, and the magus class doesn't have this feature. If that were the only factor in play, I'd be tempted to say that no; you cannot use your fists.
However, there are other rules around the Magus that treat unarmed strikes as weapons. Most notably, you can use an unarmed strike as the "off-hand weapon" for Spell Combat, and in Paizo's own FAQ they explicitly treat unarmed strikes as "light melee weapons associated with the hand". It is, however, worth noting that they disallow natural attacks NOT associated with the hand: for example, tail slaps are not allowed to be used as the "weapon hand" in spell combat.
Because other magus class features can treat unarmed strikes as weapons, I would be tempted to say that the Arcane Pool does too, with a few caveats: