If you have Reading Pane enabled, when you click on an email message, the message displays in a pane below the message header information, and the messages is marked as read.
By default, viewing messages in the reading pane is on. You can turn it off from the Options>Mail tab. Uncheck Always show the reading pane.
You can also change the Reading Pane option from the View menu, but when you do it from here, the change is only good until you log off. When you log on again, your Options>Mail setting determine whether the reading pane is enabled.