It depends on your forum and thread settings. Each forum and thread can be set to notify you or not when there’s a change. Click on the bell to change that. For forums, you’ll usually find it in the upper right corner of the forum page. For threads, it’s often at the very bottom of the thread (but before all the masthead stuff and suggested threads). Sometimes, it’s below the slider bar to the far right.
You can see the definitions for the various settings here under Forum & Thread Notifications.
You can also check your bookmarks if you’ve been bookmarking threads you’re interested in.
Also of note is the Unread section in the navigation bar (Categories, Latest, Top, etc). It hasn’t really shown up for me yet, but people say it’s there).