If you have assigned Labels and archived unread messages, finding them later can sometines be challenging. Simply create a Gmail Label named "Unread", and you will see all of your unread mail in that folder. Though there are other ways to display unread messages, the nice thing about this method is that it displays the number of unread messages right in the Label list.
Thanks Mark for the tip!

 

Important Update: This no longer works.  A while back, Gmail made the "Unread" label a reserved label, so you cannot create it rendering this tip inoperative.

 

But a simple workaround is to do this: In the search box at the top, enter the following Advanced Search string:

 

is:unread

 

This will return a list of all unread messages.