The Zimbra Web Client considers messages that you have opened as having been read. Conversations containing unread messages are shown in bold. You can change a message's status back from read to unread by right-clicking on the message and choosing Mark as Unread from the menu that appears. You can also mark a conversation as unread.
Marking a conversation as unread marks all messages within that conversation as unread.
Marking a single message as unread marks the conversation that contains the message unread.
You can use the same method to mark unread mail as read.