A forum works different from the blog, and I am afraid that what you want is not possible, but, you have some tools to help you, for example, when you open the forum, look to the left upper corner, you have a link that says this "Show unread posts since last visit" and "Show new replies to your posts", you can use this to go directly to what you have not read yet, you can also look to a blue icon before the boards name, if that symbol is highlighted, that board has new posts, if not, no new posts, if you click on a board each topic that has new posts has a blue symbol saying "New", after you read, that symbol disappears. These are tools to help, but, there are many Modifications available to SMF forums, with time, I will install all the modifications that I find useful, I will search the SMF site for things that can help.
Thanks for your suggestion.