I have not been able to identify any specific meaning for the icons. If you tell your browser not to load
images, you sometimes see text where the icons are, but sometimes you don't.
You can bookmark a post just like you would bookmark any web page.
I haven't found a way to hide uninteresting posts.
If you click on "New Posts" in that blue bar across the top of the page, it will show you all the posts that have new messages since last time you <something>. I can't tell for sure exactly what <something> is, but I think it is <read any message on the site>. It shows the thread with the most recent post first.
Later in the list, you will find threads that have new posts that you did not read.
Here is how I use the site:
If you always click "New Posts", the result is that you see a list of all the threads with new posts. Page through it reading the posts that look interesting. Use your browser's "open link in new window" to read a thread, so the original list stays in the original window. This keeps the order of the threads from changing. (If you have to click "New Posts" again, it starts the search over and you get them in a new order because other people are
posting while you are reading.)
Click the small icon immediately to the left of the thread title to jump to the first unread message. Click the title of the thread to start at the beginning.
There is a "Mark
Forums Read" menu item on the "Quick Link" button at the top of the page. It marks everything read as of the time you select it. This is NOT what you want. Say you use "New Posts" to read all the new posts you are interested in. While you are reading, somebody else posts something interesting to a thread that you already read today. If you "Mark
Forums Read", you will never see that post -- it was marked as unread when you select that menu item. (I'm fairly certain that I have seen this happen.)
The good news is that you don't need "Mark Forums Read". Old posts just settle to the end of the search result where you never see them. That is, you read all the new stuff and when you get to old messages in the "New Posts" search, you just stop reading.