The messages bar, at the top of the screen, showed 3 new somethings, and when I clicked it, nothing shows in the new messages/requests/notifications area.
You automatically "subscribe" to any thread you create. If you don't want to follow it, then click the "subscribe" button at the top of the page to unsubscribe. The message count notifies you of any new activity/posts in those threads. This does not occur if you post to someone else's thread. You would have to follow that discussion manually.
So in this sense, it's nice that the system notifies you when you have activity on threads/questions that you started.
