Most likely a saved message. If you "save" (by select Save from the menu when a message is highlighted in a messages folder) a message before you read it, it gets saved to "Save Items". If you then delete the item in the message folder, the new message indicator stays, and the unread message count does not change, because the item still remains unread in the saved items folder even though you deleted it from the messages folder.
The "fix" is simple. Make sure you set to show all icons on the home screen. Find the "Saved Messages" icon. Click on it. See the message. Delete it.
There you go.
Last edited by rdef : 10-09-2009 at 08:49 PM.