There are two different scenarios here:
1.The on field umpires refer a decision to the third umpire because they are unsure of the correct decision. In this case, the benefit of the doubt goes to the batsman, which generally means "not out".
2.The third umpire is brought into play after the use of a DRS review by one of the teams. In this case, the third umpire must have conclusive evidence to overrule the on field umpires, so if the third umpire is unsure, the decision made on the field stands.