Some of the message icons are also explained in the help entry: What do the items on the Messages page mean?.

• : send a new message
   
  
• : message without parent message or answer. Icon is often linked to current message.
  
• : message that is an answer (has a parent message) and has at least one answer. Icon is linked to current message.
  
• : message that is an answer. Icon is linked to parent message.
  
• : message that has at least one answer. Icon is linked to next answer(s).
   
  
• : message thread view showing bifurcations of the message thread. Icon is linked.
  
• : first message of a thread. Icon is linked.
   
  
• : message is part of a bulk-message, and pointing to the message that must be used to further process it.