There are many examples of unstable bundles on a projective surface that have no non-trivial subbundles. For example, if $k$ is an integer with $k < 3$ and $I$ is the sheaf of ideal of $m$ distinct points in $\mathbb P^2$, with $m > 0$, there exists an extension
$$
0 \longrightarrow \mathcal O \longrightarrow E \longrightarrow I(k) \longrightarrow 0
$$
on $\mathbb P^2$ in which $E$ is locally free. Furthermore, the Chern classes of $E$ are $c_1(E) = k$ and $c_2(E) = m$ (for this, see page 103 of "Vector bundles on complex projective spaces", by Okonek, Schneider and Spindler). If $k < 0$, this vector bundle is clearly unstable; but for most values of $k$ and $m$ it can not split as a direct sum of line bundles, hence it cannot contain a line subbundle (since every extension of line bundles on $\mathbb P^2$ splits).