That little sentence isn't about messages in your inbox but about new posts in the forums. The little icons that cycle through are just to show what types of posts people can make. It is saying that new posts with those icons will be in bright colors.The icons which you see scrolling through relate to the type of post you can make. When you begin a new topic, at the top of the new thread you can select to mark your thread as:
General - the default, looks like a page & a pen
Question - has a question mark in a black circle with a red ring
I Need help! - is an open yellow-paged book
I'm looking for... - is a blue magnifying glass
News - an italic 'I' in a blue circle to indicate information/news
When you select one of these, your thread in that forum will have that icon next to it. The only other icon is for a Poll post, which is shown as a colorful graph icon.
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