Question 1105215
We are highly confident that the true mean cholesterol is somewhere between 175 and 250 mg/L.
There is a specific number for the parameter, but we don't know what it is.  Our result is either right or wrong, and we don't know which. Since right or wrong is a 0,100% proposition, we are highly confident that the true value, which is unknown and unknowable, lies in the stated interval.  

If we constructed 100 similar intervals with different samples of 25 men, 95 of them would contain the parameter.  We just don't know which 95 it would be.