Icons have no correlation with status.
Basically an icon comes in two colors.
Grey - you have read everything behind the link or have marked it read
Yellow - there are unread posts behind the corresponding link (either new posts or new threads)
Thriple closed envelopes is the icon denoting a forum
A single closed envelope is a thread
An open envelope with the paradox platypus behind it - is a thread in which a paradox staff or developer has posted (the greyed out version has no envelope but a circle) (note that not all developers will show up this way)
A envelope with a square behind it is a thread in which you have posted
The oo symbol denotes a link to a thread (or subforum) on another part of the forum