If you're starting in the lobby, the forums with posts you haven't read yet will show dark blue folder icons. Once in a forum, new threads will show colored icons.

For a quick & easy way to read all the new messages just click the "Read New" link at the top of the page. You'll get all the new posts in a neat list that's broken down by forum.

How can I mark a message read?
Once you've read all the messages in a forum just click the "Mark" button at the top of the page for the forum you're in. You'll notice that the forum icon turns to white, and all the icons for each message are grey.

You can change this in your preferences on the "Settings" page if you'd rather not manually mark your messages. Just turn off the "MARK timestamp feature".