The "Played Podcasts" section on the app's main screen lists all podcasts where (pay attention now) you've listened to at least one episode and there are no downloaded & unplayed episodes.
As you would expect, this includes podcasts to which you've subscribed, & have listened to (or manually deleted) every episode since subscribing.
But it also includes any podcasts where you have ever manually downloaded individual episodes, even if you're not subscribed to the podcast. These artifacts of one-off podcast listens are listed with the podcast titles in a grey font.
I find this helpful, since it gives me an easy way to find podcasts I may have only listened to once or twice.
You can clean out any of these by swiping them to the left and clicking the delete button. If you're subscribed, it will unsubscribe you; if not, it will just remove it from the list of played podcasts.