coding to check the status of Unread message

You must first add a new bit(boolean) column to your Table_Messages, you can name it readStatus. Make the default value to false(unreaded), and chagne it to true when the message become readed. Then you can use a command to show the messages that have Status==false.
You can do something like this:

using (SqlConnection conn = new SqlConnection(connString))
{
      SqlCommand cmd = new SqlCommand("SELECT * FROM messages 
                                       WHERE Status = false", conn);
        try
        {
            conn.Open();
            //code to show result of the command
        }
        catch (Exception ex)
        {
            Console.WriteLine(ex.Message);
        }
 }

Wish this can help you! Good luck.