If you elected to use Categories during the installation, have you looked for the messages in the other Inbox category tabs? If you later decide not to use categories, you can disable them in Menu > Settings > Mail > Categories.
The unified folders like Unread may not have Categories being displayed. So you see them there. But once they have been read, they won’t be in that folder.
Please see our video here which highlights the new features: https://www.youtube.com/watch?v=dzcZ6OZejxM