On every page top right there is a dropdown menu "Filter". On there is a selection to "Show threads I contributed to". Use this to show which threads in a forum you participated in. Alternately you can go to your subscriptions page to view them all or your MyPage (link is on forum homepage welcome panel).

I do know about the icon thing you are talking about. Our last forum had it. this one does not (yet) due to processing overhead concerns.