[alya]

Zulip's product lead here. Yep, reading messages thread by thread is the recommended way for most folks. (There's even a keyboard shortcut for going to the next one.) The inbox view, which lists the threads where you have unread messages, is the default home view (unless your org admins changed that setting).

The combined feed is helpful for some (e.g., in lower-traffic organizations, or if you like to see messages as they come in), and was the default home view many years ago.