I am providing a link to view a screenshot of what I see using IE 11 as my browser, I'm suspecting maybe we are having browser issues. What browser do you use? As you can see the unread messages are in red the read messages are in light blue. If I open the same page in Chrome or Firefox, the same messages don't appear as read or unread (red vs. light blue) This is because each browser remembers what links you have clicked on independently.
screenshot link