For the ones that look like a chunk of text:
Coloured red means there are posts in that thread that you haven't read yet. Coloured black means you're up-to-date with that thread. If there's a little star at the top right of the icon it means you're also subscribed to it (red or black). If the icon is scrolling it means it runs to more than one page. If there's a little arrow pointing up and left it means the posting was originally posted elsewhere but has been moved (perhaps to a more relevant sub-forum).
If the icon is a padlock, it means the thread is locked so you can't add anything new to it.
Think that about covers all the permutations!