The thread title on the New Posts page includes "/unread" at the end of the URL. That should jump you down to the first unread post, but it wasn't for me either. Now it is, prolly because I'm reading posts and the forum is recording the last viewed post for my account.
At least, it appears to be working like it's supposed to now - except for old threads I haven't viewed yet with the new forum software.
I think that's what's going on, anyway...