Most tiles are glazed. This means they have a thin, glass-like coating baked onto the surface, which gives the tile its colour or pattern. The glaze can be matt or shiny.
Unglazed tiles don't have this coating. The colour runs all the way through the tile, so if it gets chipped, the chip is hard to spot. Unglazed tiles are very tough, which is why you often see them in shops and other busy places.