This has just started since I adjusted some of the category colours.
The flag indicates that you want to follow-up an e-mail at a later point. This causes it to be displayed in the agenda panel at the right-side.
You can remove the flag by doing one of the following:
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Clicking on it (while viewing the e-mail in the e-mail list)
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Highlighting the e-mail and pressing Insert
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Highlighting the e-mail and going to Actions -> Follow Up in the menu