Unblockable creatures are useful cards in aggressive decks. As the ability pretty much shows by itself, unblockable creature can't be blocked.
Although unblockable creatures usually are weak, they can be effective when you have tough defenders to back you up. Just keep on attacking with the unblockable guy and don't let your opponents attack when you have your walls. Since an unblockable creature can't be blocked, trample is useless on it, but with lifelink it very useful. Jhessian Infiltrator is a very good unblockable card.