Unconfirmed users are those who have subscribed to your lists, but have not confirmed their email addresses. Why? Possibly they have not received the confirmation email, or never subscribed in the first place (someone else entered their email) or can’t be bothered to confirm.
Blacklisted subscribers are those who have decided that they no longer wish you receive your newsletters and have unsubscribed by clicking the (required) link that should be at the bottom of each newsletter sent out.
Hope that helps.