It means "nothing in message".
Usually the poster leaves the message as the headline and tacks the NIM on the end, but if you want to clear the colors to the "read" color (as many of us have a fetish of doing), you will click on the subject line anyway. Another problem is that sometimes someone will reply to a subject thread and forget to take the NIM off their subject line, so it gets a bit confusing.
I don't like NIM's myself, and find them annoying, but some folks are stuck on using them like a post-it note instead of the more proper way of leaving a message *inside* the post.
Captain Zot