There is a little eyeglass column on the left and that marks a message as
watched or not. You can un-watch by clicking in that column to remove the
watch indicator.
'Watched' messages are typically shown in red in the message list
so you can spot them quicker.
If you don't want your messages flagged as 'watched':
Tools, Options, Read, in "Highlight watched messages" change
the color to 'Default'.