If you are signed in to Skype and you receive an instant message, an orange numbered badge will be displayed at the top of the Recent tab. The number displayed indicates the number of conversations you have that contain unread instant messages.

In the Recent tab, conversations with unread messages are represented in bold letters. An orange numbered badge appears next to the conversation in which the new message is received. The number displayed indicates the number of the unread instant messages in that conversation.

 Additionally, in the Contact list, an orange dot will appear next to any contact who has sent you an unread message.