...when there aren't any. Not a big deal, just mildly irritating

Is it your trades link on your profile that says there is an unread message, or an individual trade that says it?

If it's the former, make sure you check your cancelled trades as well since they aren't quite as obvious.

I just had a guy comment on a cancelled trade from months ago. It took me multiple visits to the cancelled list to find the one that had the message.

Perhaps we can ask Sebi for a "Message Center" when we get to Deckbox 3.0, so we may see a list of all messages/trades with messages in one place?

I +1 The idea of message centre