Tap on the circle at the top to see the pinned conversation. That’ll also mark the conversation as read, and clear the 🔵.
To unpin the conversation, press and hold the circle at the top, and select Unpin from the popup.
If you press and hold on a conversation from the scribbled-out list shown below, you can pin it from the pop-up.
Details: Keep track of conversations in Messages on iPhone - Apple Support
No hack, no virus, no issue. Not unless you have somebody local with your passcode and that’s intent on very subtly gaslighting you. Which is very unlikely for most of us. More likely? Fumble-fingered and accidentally pinned the thread. I’ve done that.