Them are "folders" which are "containers" also known as "threads".
Here's a breakdown of colors:
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Dark blue:
Thread with small number of replies and new posts you haven't read yet
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Dark blue with little white mark in the lower right corner:
Thread with small number of replies and you have already actively participated in that thread and new posts you haven't read yet
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Light blue:
Thread with small number of replies but no new posts
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Light blue with little white mark in the lower right corner:
Thread with small number of replies and you have already actively participated in that thread but no new posts
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Red:
Same as above but for "hot" threads with more replies
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Wrench and Screwdriver Icon:
Indicates that someone deemed this their "build thread". It's one of the thread icons you can choose when starting a thread.