Where you read it?
May be you filer INBOX by unread messages ...
May be you setup somewhere mail client by POP3 protocol.
This protocol by default move messages from server to client. So when you read your message on POP3 client - you can see this message on server again from another clients.
For example you have POP3 client on phone and imap client rounds cube on PC. When you receive your new messages on phone - you can't see in PC
May be you use some rules or plugins..
Any way your problem can have many variants.