There are many different icons used throughout the site, and it can take a while to understand them all. To help with that, there is a KEY provided here »/forums/all at the very bottom of the page.
Some additional message icons that aren't yet included in the Icon Key: (You can hover over these also)
Represents news or info
Signifies importance that you are attaching to what you are writing
Denotes an idea
All of these options appear across the top of the composition window when you are posting a new topic or a response. You may select any one to include beside your post.