Often my forum will have a very popular post which gets lots of comments. Each comment generates a notification so when I go to the notification list there are lots of notifications for the same post. After the clicking the first one I will have read that thread but my list will still show the multiple blue unread notifications so I have to click each one to clear the list in order to know later if there has been a new comment I haven't read.
My suggestion, either clear all notification on the same thread after you visit the post (& have scrolled to the bottom of it) or at least have an option on the notification screen to mark all as read. Thanks