In plain words
It is said to be unmanifest, inconceivable, and unchanging. Knowing It thus, you should not grieve.
Word for word
This [one] is unmanifest, this [one] is inconceivable, this [one] is said [to be] unchangeable; therefore, having known this [one] thus, you ought not to grieve.
The commentators
Bhagavadgītābhāṣyam
किं च —
सर्वकरणाविषयत्वात् न व्यज्यत इति अव्यक्तः अयम् आत्मा । अत एव अचिन्त्यः अयम् । यद्धि इन्द्रियगोचरः तत् चिन्ताविषयत्वमापद्यते । अयं त्वात्मा अनिन्द्रियगोचरत्वात् अचिन्त्यः । अत एव अविकार्यः, यथा क्षीरं दध्यातञ्चनादिना विकारि न तथा अयमात्मा । निरवयवत्वाच्च अविक्रियः । न हि निरवयवं किञ्चित् विक्रियात्मकं दृष्टम् । अविक्रियत्वात् अविकार्यः अयम् आत्मा उच्यते । तस्मात् एवं यथोक्तप्रकारेण एनम् आत्मानं विदित्वा
त्वं न अनुशोचितुमर्हसि हन्ताहमेषाम् , मयैते हन्यन्त इति ॥ २५ ॥
In plain words
And there is more —
No instrument of sense can grasp it, so it never shows itself to the senses -- that's what 'unmanifest' means. And exactly because of that, it's 'inconceivable': anything the senses can reach, the mind can turn into a thought, but this Self, being beyond every sense, is beyond thought too. For that same reason it's 'unmodifiable' -- think of milk turning into curd with a little starter added; nothing like that ever happens to this Self. And because it has no parts, it's 'actionless': nothing without parts has ever been seen to change, because there's nothing in it for change to happen to. That's exactly why it's called 'unmodifiable.' So, having known the Self in just this way...
There is no ground for your grief — not the thought "I am the one killing them," and not the thought "they are being killed by me."
Close to the Sanskrit
And what more —
Because it is not the object of any sense-instrument, it does not manifest [itself] -- hence this Self is 'unmanifest.' For this very reason it is 'inconceivable.' For whatever is within the range of the senses becomes an object of thought. But this Self, because it is not within the range of the senses, is 'inconceivable.' For this very reason it is 'unmodifiable' -- just as milk is modified by [the addition of] curd-starter and the like, not so this Self. And because it is without parts, it is 'actionless.' For nothing without parts has ever been observed to have the nature of undergoing modification. Because it is without modification, this Self is called 'unmodifiable.' Therefore, thus, having known this Self in the manner described...
You ought not to grieve, thus: "I am the slayer of these," "these are slain by me."