I uploaded a picture of my homescreen on to Instagram yesterday, pointing out the black notification bubbles. I was confronted with a barrage of messages, comments, tweets on how to get these lovely different coloured bubbles.
Obviously, you will need to jailbreak your iPhone to have these different coloured bubbles. Just head over to Cydia and search "Colored badges for iPhone4" - search that exactly and you should find the tweak. Once you have downloaded and installed it, you will need to head over to Winterboard. Then in Winterboard you should see a whole new bunch of options that are named "Retina badge [colour]" - just choose your colour and you're done!