Otto... I didn't realize it, but the little down arrow icon to the left of the thread title is the "first unread post" link.
Not sure if it would be feasible to move it really... seems like it's okay where it is. Either way, I don't think I've ever paid it any attention. Learn something new almost everyday.
Keep in mind that if you "Mark Forums Read", you won't see this in the forum thread listings. Of course in the New Posts you would see any threads either.