When you do something unconsciously, you're not completely aware that you're doing it. You might not realize you've been unconsciously chewing your fingernails until you notice your nibbled nail polish.
The adverb unconsciously comes from unconscious, which is often used to mean "not awake" but was originally defined as "unaware," from a Latin root meaning "be aware." So whenever you do something without being fully aware of it, you're doing it unconsciously. This could be anything from unconsciously peppering your speech with "uh" and "um" to unconsciously twirling your hair when you're concentrating on something.