It's a mixture of frustrating, tiresome, and embarrassing that a lot of people don't seem to know what to call themselves when they're talking about the subject of God's existence.
Use this simple flowchart to clear it up for yourself!
You'll probably notice that each result has two parts to it. To keep it simple, you can stick to the lower part when you refer to yourself. The upper part is basically a clarifier to make it absolutely obvious what you think and can be helpful in some situations.
There's some tricky words in there for newbies, so I'll tell you what they mean here.
A theist is someone who believes in God. It's not on the chart, but it's slightly different to 'deist'. A deist is someone who believes that God exists, but he doesn't have any relationships with human beings.
An 'atheist' is the opposite of that. The words 'theist' and 'atheist' come from the ancient Greek language. Whenever an 'a' is shoved on the front of a word it means 'without' that thing. So an atheist is 'without god'.
You can see the same pattern in the words 'gnostic' and 'agnostic'. To be 'gnostic' means 'to have knowledge'. To be agnostic is to be 'without knowledge'.
You'll often see atheists insisting that 'atheism' means 'a lack of belief in god' and not 'a belief that the claim 'God exists' is false'. But by that logic, 'agnostic' should mean 'a lack of belief in knowledge' which obviously is nonsense. Words like 'asymmetrical' don't mean 'a lack of belief in symmetry', so why this one word should be an exception is beyond me.
A lack of belief is only covered by the agnostic non-theist position. An agnostic non-theist is unconvinced either way, sat on the fence of the issue, and not sure which side makes more sense. Agnostic non-theists are more often than not referred to as simply 'agnostics', but again there's more than one definition for what an 'agnostic' is.
For some, 'agnosticism' is the belief that knowing God exists is impossible. That doesn't quite match up with the 'on-the-fence' position. Saying that it's impossible for anyone to know is a kind of knowledge claim in itself. There has to be some reason why no one could ever know. Something like, "we will never know what colour invisible pixies are because we will never be able to see them and we don't understand their language so they can't tell us." Something like that...
The only position in the flowchart above that has no burden of proof to show what they believe is the agnostic non-theist. They haven't made their mind up, so they don't need to defend anything. They could say why they aren't convinced by evidence of course, but there is no knowledge claim to challenge them on.
Theists, atheists, and hard agnostics all have to have some kind of evidence or reason to back up what they believe. Gnostics even more so, because a claiming to 'know' something with certainty is a much bigger shout than simply believing or leaning towards the conclusion based on the weight of the evidence.