David — that’s the problem — I deleted the message before clicking the notification, so there’s nothing to go look at. :) Clicking the notification simply takes me to my inbox with no unread messages, and there’s no way to clear the blue bubble.
Ted, place the cursor over the number, and it should pull down a statement. It will say ‘You have 3 replies’ or something like ‘You had so and so reply to your thread’. Click on that instead of clicking on the actual bubble.