As Ruthi says, 'I'm not sure' can stand alone as an answer, whereas 'I'm not sure of' can't. And as Judy says, the preposition 'of' must refer to something. There must be an object for this sentence, for example 'I'm not sure of the answer to this question'. An example of a sentence ending with these words is: 'There are many things I'm not sure of'. The 'of' refers to 'many things'. The sentence means that you are not sure of many things. Or, you could say: 'Could you check my translation, please? There are some words in it that I'm not sure of.' The word 'of' at the end refers back to the object 'some words' i.e. you are not sure of some of the words in the translation.

The first sentence is a general answer to a question. For example: Do you know how to get to the library? I'm not sure. -- The second sentence requires a specific reference: I'm not sure of the fastest way to get to the library. -- Hope this helps!

I'm not sure can stand alone as a complete sentence: "Are you coming to the party tomorrow?" "I'm not sure". "I'm not sure of.." must be followed by a continuation - it is not a complete sentence. For example "I'm not sure of the correct answer" "I'm not sure of what to do".

I'm not sure is a statement. I'm not sure of is a claim, you are saying that you are not sure of something. You cannot claim nothing, so you have to say what you are not sure of. (Eg. I'm not sure of this question.)