_1) if i will change the geo settings in webmaster tool will effect the ranking i already managed to achieve in US? _

Yes, but that can be avoided (see answer to question 3)

_2) In the list of all the countries in Google webmaster tools what does is mean "unlisted"? _

"Unlisted" is what you have to choose if you want that your site is not targeting any country specifically. More about that here.

3. Can i select more than one country to target and if I can how?

Yes you can... for instance, in your specific case, you have your domain - which I suppose is a generic domain name, not a country level one - targeting US and is starting ranking well for a set of keywords. But you would like to open your chance also globally.

Well, even though it is usually the contrary what happens, you can create a subfolder for the "global market" in English, create a GWT profile for that subfolder and, finally, geotarget it in Setting as "Unlisted".

Then, as the US content and "Global" subfolder's content will probably duplicated because both are in English, you should have to implement the rel="alternate" hreflang="x-X", as it is described here by Google itself.

Actually what you are asking is quite easy.

First of all you must create as many GWT profiles as are the subfolders you want to geotarget.

When those profiles have been created, you must go to "Configuration/Settings" and choose the country you want the subfolder to geotarget.

in the case you want the main root of your domain to target "all the world", then I suggest you to implement the rel="alternate" hreflang mark-up, in order to not having the "global" version of the site (or any other version with a strong link profile), outranking the other versions of your own site.

Regions like Asia and Europe can't be geotargeted in Google Webmaster Tool.

Neither you can use hreflang for regions/continents.