I got icon that I got unread message...but when I go to my messages I cant see which one I didnt read.

There should be icone (or different collour ) next to message that are unread...or option just to show unread messages.

I think it is cause the message was spam and it was deleted, possibly the remitent was also deleted 

But i got icon in my upper right corner that I got message and also on my home page next to my avatar there is My Messages:  1 new

and I cant find it out...it is probably a bug but there should be a way to separate read from unread messages.

it was eliminated before you read it

This happens with me too. Quite often.