By default, your messages in Outlook Web are displayed in Conversations. A conversation includes all messages in the same thread with the same subject line.  This can be confusing at times and may cause you to overlook a message.  Disabling Conversation View shows each message individually, here is how to disable Conversation View in Outlook Web:

Click Settings (the gear icon in the upper right-hand of your screen).  

Scroll down until you see Conversation View, select OFF

To Disable Conversation View on Outlook Desktop:

Uncheck the 'Show as Conversations' option under the VIEW menu.