CNF means the booking is confirmed against the quota it was booked in. Until the chart is prepared the status may read CNF without a berth number; the coach and berth are allotted at charting and appear on the PNR page and by SMS then. A ticket booked as WL or RAC that later clears also moves to CNF.
A confirmed ticket is the only kind that can be cancelled for a slab-based refund. Once the chart is prepared a confirmed e-ticket can no longer be cancelled online; the only route to a refund after that is a TDR, and only for the reasons the rules allow.
Also written or searched as: confirmed · confirm ticket · CNF status