I click the little circle in the info pane to mark a document as read:
When I do, a small circle appears next to the filename in the main window. But if I then click on another document, and go back to the original, the small circle disappears again! Why does it do this?
What you did is marking a record as unread. An unread record got the small circle. When you then go back to this record, i.e. you open it again, then it‘s no longer unread and the small circle disappears.