A folder highlighted in blue means there are new and unread messages in it.

Many thanks Christ1. So what does "new" mean in this context - when does a "new" message become old?

I had a pretty good look at the Support pages for this info, and failed to find it!

when does a "new" message become old?

When you click on the folder highlighted in blue you sort of acknowledge the existence of 'new' messages. Those messages become 'old' but are still unread, and the folder isn't blue any longer.