If you have inadvertently typed CTRL-Z during your session, you may have created one or more stopped jobs, in which case the following message will appear:
There are stopped jobs.
and you will not be logged out. If you immediately try to log out again (i.e. without any other commands intervening), Unix will let you log out and will kill your stopped jobs - in most cases.
Try typing fg to recall the job to the foreground. At this point you can exit from it normally or kill it with CTRL-C.