You can view all unread messages in your Conversations Inbox. You can also filter messages to show only unread messages.
View Unread Message
All unread messages have an indicator next to the message. Once a Conversation has been read, the indicator disappears.
Mark as Unread
If you want to mark a Conversation as unread, hover next to the message until you see a dot and click it.
Mark Multiple Messages
You can mark multiple Conversations as unread or read, by pressing the command key (Mac) or the control key (Windows) while clicking multiple messages.
Locate and click the settings icon and choose Mark as unread .
If you select multiple unread messages, you will see Mark as read .
Select Unread Conversations
To view only unread messages, open the the Inbox drop-down menu . Select the Unread  link.