I have a similar problem. I don't subscribe to any threads, but when I visit the forum I click on "New Posts," and when I click on the "first unread" icon I'll be taken to a post that I've already read.
I've also found that once I click "New Posts," the site will assume I've read ALL of the new posts, whether or not I really have. So in order to make sure I'm up to date on the threads I'm following, I HAVE to read ALL of the new posts - even if at times if I don't have time, or just don't want to, read ALL of the new posts. Why can't the "first unread" icon stay until I've either actually READ the thread, or declde to click "Mark Forums Read" in "Forum Actions?"
Gerardo Parra, a lefthand batter, steps in to lead off. Harvey's first pitch on the way, it's a fastball on the inside corner for a called strike, nothing and one, a 93-mile per hour fastball to Gerardo Parra. Parra batting at .281 with 6 homers, 28 runs batted in. - Howie Rose's call of Matt Harvey's very first pitch in the big leagues... Mets at Arizona, July 26, 2012