Unanswered messages are the chat messages that were left by visitors when your team was either busy or offline.
Offline messages are chats that went unanswered because your team was offline.
Missed messages are chats that went unanswered while your team was online.
Click on on the History tab under the Activity hub and then click on Unanswered to see all your missed and offline chats.
Additionally, the Catch up tab at the top left will give you a quick look into the number of currently unanswered messages. Read more about the Catch up tab here.