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When someone responds to you in the room but you're not there (or the thread isn't in view) to see the response, a counter in the bell icon atop the room lights with a number. Clicking on that counter opens your list of "Unread Replies," and clicking on one of the replies opens its associated thread in the right column of the room.
A "reply" can mean a response directly to a post you made or a response within a thread that you started, posted in or bookmarked.
You can modify the settings for what kind of responses trigger an unread reply notification by visiting Room Notifications.
If you're receiving too many unread reply notifications, try unchecking the box that reads: "Get notified when someone posts within a thread you have posted in." This is particularly helpful if you're posting within very long threads.