Ooh. Do you mean on forum menu? It should tell you at the bottom of the main forum page. Some mean that they are not being responded to and the blinking ones mean that they are popular. I can't think off the top of my head what they all mean but they should be at the bottom of the page.
ZPjames is correct. There's a legend at the bottom of the main forum pages that explains. Basically a lit up pumpkin means there are new posts there you haven't viewed yet. Unlit pumpkin faces means there are no new posts since your last visit.