As smartphones and social media became popular, notification badges to show you new messages became a de facto standard. In Windows 7, Microsoft added overlays for the taskbar so apps could convey anything with a smaller icon over the application's icon.
That overlay could show for example, unread message count for IM and email apps, or play/paused status for media players and similar such notifications for websites pinned to the taskbar using IE. With Windows 10 Anniversary Update, the same will be possible for Universal Apps.