Go into EVERY folder and hit the U(for unread) button. Check all folders including Hidden folders, Saved Message folder, PIN messages, Missed Calls logged in Message folder. Open any Missed Calls logged.
If you have your general " Messages" folder hidden (Menu-Show All), check there. PIN messages and App World update messages are only logged in this folder.
Try a battery pull.
Posted from my CrackBerry at wapforums.crackberry.com
I have had the issue occur twice in the past week. The first time it happened, i did a battery pull and that cleared it up. The second time it came up, i called t-mob and the call center associate walked me through a full backup, then a specific back up of stuff that i really needed, i.e. contacts, and password keeper. After i made that specific back up, then i wiped the phone and loaded only the stuff from my specific back up and so far, all has been good. A bit of drastic measures, but time will tell. Regardless, i would call into your carrier when you have the issue so that way they have record of the issue.
go into messages hit the menu button, click on "view saved messages" you should find an unread message in there! you probably saved an unread message by mistake or something! i have done that a couple of times now.