At the upper right, underneath where you log in, there is a link to "Posts You Have Not Read." When you're logged in and click on this link, it will list all threads that have posts that you haven't read.
Alternatively, you can click on each forum and look for "fresh" links. Most browsers will change the color of a link when it's been visited, then if something changes on that page, it will look as if you haven't visited it.
When you get to a long thread you've read before and don't want to scroll all the way to the bottom to see what's new, look to the right side just above where it says "Previous" and "Next" and click on the menu that says "Oldest to newest." You can change the order of the posts so that the newest is at the top.