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Oh. I think I understand. That means that it is not labeled as being in the 'Inbox'. If it were in the inbox, it would be labeled 'Inbox'. If it was in a folder called 'Winter', there would be a small title in front of it that says 'Winter'.
I am super sorry for the confusion. Thank you for explaining it further.
No. It is for you inbox label. All your email folders are called 'Labels' in Gmail. If it says 'Inbox' that means it is in the inbox. They say 'Inbox' because the person sent you an email, which is in your Inbox. You then replied to that email. Their email and your reply is considered a 'thread'. So it will show that it is in the Inbox.
If it doesn't have 'Inbox' before the name, it means that you deleted the email from the inbox that you responded to.