This is a very polite way to say that you don't agree with something. It's similar to "I don't think..." But you use "I'm not sure..." when you need to disagree with someone without offending them.

After "I'm not sure" you use a clause. For example:

A: What about Regina?

B: Hmm... You know, I'm not sure she's ready for an assignment of this scope.

A: I think we should set up a weekly meeting to discuss our progress.

B: I'm not sure that a weekly meeting is necessary. Could we meet once every two weeks instead?

As you can see in these examples, the clause sometimes starts with "that" and sometimes doesn't. It's more grammatically correct to use "that" but it's common to leave it out in spoken English.