To mark a message as unread you:

Select the message and click the "Mark as Unread" button on the Mail tab of the Ribbon.

Select the message and click the "Unread" button on the Send$/$Receive Ribbon.

Right$-$click the message and click "Mark as Unread" from the contextual menu.

Select the message and click the "Mark as Read" button in the Personal Folders area.