Thanks Talon. I've just spotted your how to guide as well, very useful. I took a closer look at the activity page and there is a black dot that appears at the top of the new posts if you haven't read them. If you click on the dot, it takes you to the thread. As you mentioned in your how to guide, you can also click on the speech bubble when it shows the number of replies and that also takes you to the thread.
Easy when you know how! I just missed it the first time round.