It sounds like you have some rules and/or junk mail filtering set up in Mail that is altering your inbox. I would go back and check your Mail filtering pref's, and turn off all filtering, especially if you aren't 100% sure how the rules work.

A few months ago I had some very strict rules set up that were trashing some messages. I felt really upset about it, so now I set all junk messages to go directly to the trash so that I can review them before deleting.

Naw, I have no rules, except for a colour coding one for a certain email address. No filtering either. Can't afford the chance that a client sends a "funny" email with a business tag line in it - does happen. I have to see all the crap that comes in, malheureusement...

G.