No, this does not mean your Web site is blacklisted.
References to “blacklisting” in your report pertain to the people or bots who attempted to visit your Web site, not to your site.
For example, you might see something like this in your report:
May 7, 2019 4:45am nnn.nnn.nnn.nnn (Singapore) - Blocked because the IP is blacklisted
WordFence maintains and continually updates a blacklist of known malicious IP addresses. When a visitor to your site from one of those IP addresses is detected by WordFence, that visitor is blocked.
In the free version of WordFence, the IP blacklist check is performed against the most recent blacklist as of 30 days ago. In the premium version, the blacklist check is performed against the current, real-time blacklist.