Normally, SpamSieve puts incoming spam messages in the Junk mailbox, and it colors them according to how spammy they are. You can customize this behavior by editing the actions of the SpamSieve rule in Mail’s settings. For example, to mark the spam messages as read, click the + button at the bottom of the rule sheet, and choose Mark as Read from the pop-up menu. When all the messages in a mailbox are marked as read, Apple Mail will stop showing a number next to the mailbox.
Do not add an action that changes the color of the message, as it will not do what you expect.