If you have unstaged items, it simply means that your system is tracking changes, but you are not pushing them (staging them) to the next environment.
Having unstaged items in your system is not the end of the world, but it can cause issues if left unmanaged.
If you build up a lot of unstaged tasks, it can cause confusion and lead to accidents. By default, Kentico sorts the oldest items to the top. If you are not careful, you may accidentally stage a really old version of an object or page to the next environment.