It means that the person feels that the people around them do not want them there, or do not want them involved. It can be used in a general sense - for instance by someone with depression who feels that they are not wanted by anyone. It can also be used in a specific sense, for instance by someone who comes along to help at an event, but feels unwanted because there are already too many people there, or perhaps they are not skilled enough to do the job.

Hello Ji: You would not use this very often. It is usually we ourselves, writing about ourselves, who indicate that we FEEL UNWANTED. It means basically, that you or I feel that nobody---likes---us. In one context, it could indicate Self-Pity, which is a form of selfishness; but in another context, it could be part of an honest assessment of ourselves in relation to other people. After all, if people do not want us, we can actually feel that sometimes. It does not always mean that something is wrong with us. Sometimes people around us can be mean and selfish and judgemental too. It just means that we feel some sort of general rejection. Of course, you do not feel that way with me, because I love you.---Warm Regards, Bruce