I don't + <verb>. Examples of "do" with other verbs: I don't ski. I don't mind if you come. I do like to go out on weeknights. "Sure" is an adjective describing "I". Examples with other adjectives: I am sure / tall / short / athletic / lazy / tired.

You could say: I don't know. I'm not sure. I don't feel certain about this. As you can see, I don't (do/think/say something), it goes with verbs generally. Meanwhile, "I am not" goes with adjectives because it is describing a person (is/am/are). Hope this helps, Juan! :)

a) I am don't sure. b) I am not sure.

Either of these: a) I don't know b) I am not sure.

To fix the first sentence, you could say "I don't feel sure".