Messages that you have "bookmarked for unread" indicate that you want to read them at a later time.
Putting a virtual bookmark in a book is how it works. It's a feature of email and messaging programs that lets you save particular exchanges or messages that you wish to revisit.
Perhaps you need more time to answer or are now too busy. By creating a bookmark, you ensure that those messages stay in your memory by creating a reminder that makes finding them later simple.
It's a useful tool for maintaining organization and avoiding missing out on intriguing or crucial communications amid the deluge of internet communication.