On another forum I use on vBulletin, there is a little arrow icon next to the thread title which takes you to the first new post on that thread since you last visited. I wonder if that would be good here, especially where threads can get so long so quickly and it can be hard to remember which page you were on before.

It is already built in to this forum. It's been built in for years. Just click on the small icon to the left of the thread title :)

I know.... I realised a few days after posting this...