Authenticated testing grants us access to the application during testing, therefore we can make legitimate use of all of the application functionality, testing for weaknesses in all possible user inputs and pages. On the other hand, unauthenticated testing provides no access. Authenticated testing provides the most assurance that the entire application has been assessed for vulnerabilities in depth, whereas unauthenticated testing seeks to verify that a malicious actor with no prior knowledge or access cannot gain entry and/or perform unintended actions.
Think of a user role as a group or level of permissions given to a user – such as "Read only", "User", "Manager" or "Super Admin". It is best to test all user roles, however if permissions are granular or there are a significant number of roles, testing a sample of 3 or more common roles is often considered a reasonable approach.
A dynamic page may be considered a web page with user input (such as user profile settings, system settings, add/create/edit an item or a search page) or a page that can be used to return content from the database (such as viewing an item in an e-commerce application).