By default, Gmail is designed to work in conversation view. Because this interface is significantly different from our legacy mail clients, we recommend that (at least initially) you turn off conversation view. One of the down-sides to turning off conversation view is that the traditional view lacks a feature many people like: the reply and forward indicators. These markers tell you whether you have replied to, or forwarded, a message. If you are missing this feature, there is a workaround which uses labels and filters -- see this Gmail blog post for instructions.