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I have been having this issue lately too. It just shows up as "Other: New Messages" where a message would appear in list of msgs in the inbox. Clicking on it does nothing, there is also an "x" in the right corner but also doesn't respond to clicking it. Usually if you go open another folder or a different message, then it goes away. I'm using outlook.com on a Mac laptop via Safari 6.2.8. Here is a screenshot below:
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