That "unless" in Newton's law is key. Maybe a more useful way of understanding Newton's statement is as follows:
If we see an object that has changed from being at rest to moving (or the other way around), or from moving in a given straight line
to another, different straight line (think here of the tangents to a
circle at two different points), then we'll say that an external
force has acted on it.
And viceversa: if an external force acts on an object, then its effect
will be to change its state in one of the ways stated above, i.e., from
moving to rest (or viceversa) or from one straight line to another.
I deliberately simplified things here. This however captures the essence. For instance, in a circular movement, there is a constant force acting on the object and this forces is thus constantly (and continuously) changing the tangent (its velocity) along which the objects moves at any given instant.
However, the precise way to think of Newton's first law is that
- There is a force $\mathbf{\vec{F}}$ acting on a body whenever $\frac{d}{dt}\mathbf{\vec{V}}\neq0$.
- and viceversa, if there is a force $\mathbf{\vec{F}}$ acting on a body, then it will be $\frac{d}{dt}\mathbf{\vec{V}}\neq 0$
That is as much as Newton's laws go into actually defining what a force is. Strictly speaking they only tell us how to identify that a force is acting on a body. Or, to put it in yet another words, when we shall talk about force.
EDIT:
Note: After reading the last comments I get your problem is in understanding how it can be enough to just "talk" about straight lines or at rest in this law. Isn't Newton missing other states? doesn't he need more generality? The answer is no. In order to convince yourself, try thinking about any kind of movement as a succession of straight-line moves, but very, very short, actually, infinitesimally short. Mathematics can help us in making sense of this. It involves a differential equation for the rate of change of the velocity of an object.