I would consider unethical advertising anything that makes someone believe that a product will be beneficial without explaining it could be potentially harmful. Of course, all advertising seeks to make their product look beneficial. A shoe advertisement might suggest their product will make the wearer run faster or become stronger. This may or may not be true but it is not necessarily unethical. A shoe isn't likely to cause harm to the wearer. Cigarettes, on the other hand, are known to cause harm. Alcohol is another good example. Advertisement usually focus on a group drinking large amounts of alcohol and having fun. They do not discuss the harm that comes with this type of behavior. They will say "drink responsibly" but they do not explain or show what this means. I think another prominent example might be supplements. Advertisements target young men who wish to be stronger or more muscular. They suggest that these sports supplements can provide the perfect body. They neglect to mention the possible side effects and long-term health ramifications of using such a product.
I think the best thing teenagers can do to protect themselves is to think for themselves. Know that an advertisement is just trying to sell a product. Don't let marketing make your decisions for you. Do some research on a product before you buy it. Don't be tempted by false advertising.