What does it mean when a girl says she does not know what she wants?

it means she dont know it depends mayb she just sayin dat cus shes not attracted to you or mayb she jus got out of a bad relationship and she wonts another one but shes scared to trust you and it probably depends on how you ask the question

It depends on the circumstances. If you are young, it may mean that she's not sure if she's allowed to or ready to date, or it may mean she was nervous at the time. If you are older, it may mean she's trying to nicely blow you off.

What else happened in the conversation? You should probably ask her again. Be more direct. Say "Would you go to with me?" Leave her in a position where she must say yes or no.