Why did he mention Shegi'os?
Rashi: Even though I was careful, it is impossible to be careful not to err.
Malbim: There are two kinds of mistakes. (a) He erred in investigation. He thought that what is Asur is Mutar. (b) Nistaros is total Shogeg - he thought that it is Shuman (permitted lard), and it was Chelev.
What is the meaning of "mi'Nistaros Nakeni"?
Sanhedrin 107a: This was a request for forgiveness for Mezid sins in private.
Rashi: Cleanse me from hidden matters that I did not know, and I sinned b'Shogeg.
Radak: Even though my heart and desire are for Your Mitzvos, no one can understand everything [and avoid Shogeg]. Do not punish me for hidden matters; cleanse me!
Sha'arei Teshuvah (4:21): One must pray about prior sins. Perhaps he has sins that he did not think about, and did not remember them and confess them.
Malbim: Refer to 19:13:1:2.