Edit - found this on XDA check it out
http://forum.xda-developers.com/show...=message+count
I'm having the same issue! I messaged myself by accident and I now have the blue number 1 by my text icon. Surely there has to be a way to reset this.
Even if from there I go to classic winmo sms inbox I still have a (1) next to the word "inbox" yet I have nothing in there to read.
There must be a way to reset this in windows. I haven't tried deleting every single text on my phone yet but, I don't think that's going to solve the problem in my opinion.