In most C or C++ environments, there is a "debug" mode and a "release" mode compilation.
Looking at the difference between the two, you find that the debug mode adds the debug symbols (often the -g option on lots of compilers) but it also disables most optimizations.
In "release" mode, you usually have all sorts of optimizations turned on.
Why the difference?
Optimizing code is an automated process that improves the runtime performance of the code while preserving semantics. This process can remove intermediate results which are unncessary to complete an expression or function evaluation, but may be of interest to you when debugging. Similarly, optimizations can alter the apparent control flow so that things may happen in a slightly different order than what appears in the source code. This is done to skip unnecessary or redundant calculations. This rejiggering of code can mess with the mapping between source code line numbers and object code addresses making it hard for a debugger to follow the flow of control as you wrote it.
Debugging in unoptimized mode allows you to see everything you've written as you've written it without the optimizer removing or reordering things.
Once you are happy that your program is working correctly you can turn on optimizations to get improved performance. Even though optimizers are pretty trustworthy these days, it's still a good idea to build a good quality test suite to ensure that your program runs identically (from a functional point of view, not considering performance) in both optimized and unoptimized mode.