I have listed some information below that may help with removing the message indicator displayed on your Blackberry device.
Depending on model, ensure you select show all (you may have a hidden icon). To do this (depending on model) press your menu key twice, and in the sub-menu that pops up, select show all (if available).
2. Depending on the device model you have, check your universal messages box (this box would look like an envelope). If you have a new message that was left unread, it will be in a darker bold color.
3. Check your SMS/MMS box. The notification indicator may also be a new SMS or MMS message that has not been addressed
I have also included a Blackberry Article below to provide some additional information on the message indicator.