What does she mean when she says she doesn't know what she wants?

It means exactly that. You don't provide any context as to what she is referring to. Presumably, YOU. If this is the case, she undoubtedly has conflicted feelings. She may not be sure she wants the same things at the same time you do. There may be things she really likes about you but some things about you she likes less. Give her a little time to sort things and come to some decisions. If you back her into a corner by demanding a decision before she is ready, she will probably take the safer route and just say goodbye. Patience, Ace, she will let you know when she has made up her mind. Taking the pressure off and giving her time to sort thing out will speak well for you and make it more likely she will decide in your favor.