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.