This was in the "new look" thread, but unless you're following it for breathless updates on tiny little tweaks, you may not have seen it. But it's helpful, so you should know about it:
When you go to the View Unread Posts page, there's a little icon next to the thread title, looks like a page with the corner turned down. Click on that, not the thread title, and you'll go straight to the first unread post in that thread. That's two steps instead of three.