On the new iPhone install .07, I see a badge ("1") on the Messages icon. I do not see anything indicated in the message list showing the reason for the badge and leaving the messages area does not eliminate the "1".

The messages badge signifies the number of voicemails. This badge is removed by appropriately handling the voicemail. Without this badge one would not know they have a new voicemail message.

From a UI/UX standpoint, until you pointed that out, it was completely unclear (given that I have a # of "messages", aka "calls") that this was the case. The VM in question was mid-way down a list of about 50 items, not highlighted in any particular way (it does have a different icon but that was easily overlooked).