For following certain threads you can click on the thread tools button and select - subscribe to this thread.
Or you can bookmark/favorite the ones you want to keep track of in your browser, then delete the bookmark/favorite when you are done following it.
For private messages and finding your past posts click your username to get a drop down menu of options, or go to your profile by clicking username in the upper right corner in the logged on welcome area.
There are other options in your user control panel (user CP)
http://neurotalk.psychcentral.com/usercp.php