Nothing! We just put them there sometimes. Like it?
Just kidding! Really, they’re there to show you what messages you’ve replied to, what messages you’ve forwarded, and what messages you’ve flagged for follow-up.
If you reply to AND forward the same message, Yahoo! Mail will show you the icon of what you did most recently. Make sense? If you forward a message, Yahoo! Mail puts the green forward arrow next to it. If, later, you reply to the same message, Yahoo! Mail will display the blue reply icon.
It's super easy to flag a message you want to follow up on later. Either click beside the message in the Flag column of your Inbox (or any other folder -- going left to right, it's the first column after the check-box column), or, if you have the message open and you're reading it, you can easily flag it by clicking the flag up in the header area above the message. See it? In the upper left.