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You will see that, when logged-in. The forum software tracks those threads you've previously viewed (marking it as read - i.e., un-bolding them). If a new comment is added, it 'bolds' the thread again, and counts the number of comments added since you last viewed the thread - marking the number of unread posts in that thread in 'yellow'.
BTW: I came about this deduction, simply by looking/watching the threads...
Hudson Essex Terraplane Club website
HET Club on Facebook