Did a teacher come up with that question? There's no real difference, they're synonyms. The only way I can think someone could try to make a difference between them is if you're talking about how some single-celled creatures will form "aggregates" or clumps of cells. They are completely independent of each other for life functions, but they may form these clusters (some bacteria will do this, making a goo to hold them together). That's the only way I could think of someone trying to make a distinction between single-celled and unicellular (the aggregate being a case where you have single celled creatures not being by themselves or unicellular). For that to be the case, however, the teacher who wrote that question has essentially made up his/her own definition (or some textbook has) so you should have something to that effect in your lecture notes or in the textbook where they talk about the differences between unicellular, colonial, and multicellular creatures.