If OS 6 is similar to OS 5 then there are several options here.
By default, ALL messages are dumped into a single Messages box. Big mess but, it's all there.
Each email account also has its own icon - one per account. If you use Goggle Mail and have installed the Gmail app then each Gmail account has its own icon.
As has been said, you can separate SMS messages from emails and now SMSs have their own icon too.
Again, big mess but caused by too many icons.
By Hiding (hover over, press menu, select Hide) unwanted icons, you can display only the icons you wish to see.
It looks quite messy at first but with so many different icons, you can customize what you wish to see by hiding or showing various icons.