As serpens mentioned, the blue triangles will open the thread at the first unread message. If the thread is particularly long/old, or if FT is just being slow to load, it may appear to first load an earlier page of the thread, then after "thinking" about it, it will jump to the first unread, so sometimes patience is required.
If you are using the mobile skin, the buttons with the bolded numbers and red dot serve the same function:
If you have clicked into the first page of a thread already, there is a "view first unread" link that is perhaps easy to overlook in the blue header bar;
It's more obvious in mobile skin: