To amplify - if you click on the thread name you'll get all the posts in the thread. If you click on the blue number you'll get the thread given to you in pages of (I think) 50 posts, with page selectors at the top to let you go to a particular page, or just use the next page link. If you click on the blue d you'll again get the thread in pages, but this time in reverse posting order, so the most recent thread will be at the top of the first page - it's a way to get to the most recent posts on long threads without having to load the entire thread.

Mick