Ghost in the machine?

Here's something I haven't seen before. Occasionally, I'll get a pop-up message at the lower right hand corner of my screen that says "1 new message". I'll go into my TB folders, and won't find any new e-mails there. Are these potential spam messages that TB is deleting before I even get a chance to see them? Or is there something else going on? It's not a crucial problem; I was just wondering what's going on.