When you have unread e-mails, the number of them will appear next to the e-mail app label. I think the same is true for messages.
So I don't know, but my guess would be that you may have missed calls in your call log. When you're in the phone app, try swiping to the left to see your call log. If there are calls there, try clearing the log and see if the number on your home screen goes away.