If you see a red icon next to your messages or your Phoner number, it means that you have an unread message. To find your unread message, you will need to switch between numbers, then look at your conversations to see if there is any there is unread message. Tap on the conversation to mark it as read.
An unread conversation will be bolded, and a bubble will be present next to the contact information. The number indicates the number of unread messages.