get a widget that will show sms unread count, or missed calls.
To the OP: To educate you a little better on the Android operating system, what you see on the screen is completely customizable. You can change almost anything. If a different Android phone had something else by default on the screen via a Widget, most likely you can search for something similar in the market and get the same feature.
To be frank, this is not a difference in phones, but in the phone setup.