Inbox styles allow you to choose the way in which messages display in your Inbox e.g. to show unread messages first, or important messages first, regardless of whether they have been read or not.
To set the Inbox style:
Click on the Settings cog near the top-right corner of the screen
Under Inbox Type, choose the style you wish to use in the Inbox
The following styles are available:
For Example, starred first will show all starred messages followed by everything else.
Priority Inbox can be customised to show up to 4 sections in your Inbox e.g. all unread messages, starred messages, messages with a specific label, then everything else.