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Please check the MESSAGE NOTIFICATION on MESSAGE ICON. Though i don't have any new messages in my inbox, the yellow notification on the icon displays like this. I have read the message i got and then came back to home screen, but the notification remains same. Why its happening and how to eliminate this issue ?
I can't see the image could you reupload the picture?
Re uploaded
I still can't see the image, I wonder if its an icon marking that an MMS was not sent
Please check the image in below given link. I have uploaded the pic on my server.
http://travellerstale.in/Pics/Screenshot_2013-09-05-15-26-51.png
Ok I see it, and are you certain there aren't any unread messages? Any MMS that weren't sent?
How about if you restart your phone? if that doesn't work then
backup your messages and then > settings > apps > all > messaging > clear eveerything
Yes till that time i don't have any unread messages. And i won't send or received any MMS since i bought this phone.
I got SMS and then i have opened inbox - read the message and then came back to home screen. And find the message icon still showing the notification as if there new unread message.
Now it vanished on itself. I haven't done anything.
Quite odd, if it happens again you know what to do
Also make sure that you have the latest update
Update Service (SUS)
http://www.sonymobile.com/gb/tools/update-service/
http://www-support-downloads.sonymobile.com/Software%20Downloads/Update_Service_Setup-2.11.12.5.exe
Bridge (for Mac)
Alternatives on How to backup Xperias
http://talk.sonymobile.com/thread/36355
Don't forget the Kudos
Go to
Settings->Apps->All->Messaging then
Also check if you have given apps such as facebook messenger the permission to Send/Receive text messages... if so there can be bugs i suppose 
Cheers!