That is an area that I need to improve. With a high focus on privacy, it makes it hard to track what users read without creating a user tracking system and that is something I really want to avoid doing.
The thread links use the CSS :visited selector to show the links in a different color to help identify the links you have previously clicked without the site knowing that information itself.
There is a history function for logged in members, but for user privacy it can be limited or disabled by the user via the Settings page and is also auto-purged periodically.
At the very least the site needs to show content that has been added since your last visit and that is something I plan to implement soon.