When you first subscribe, navigate to the podcast and click on the '...' menu. If there are any episodes currently unplayed, the first menu item will be "Mark

When you first subscribe, navigate to the podcast and click on the '...' menu. If there are any episodes currently unplayed, the first menu item will be "Mark All Played". Go ahead and mark them all played, and then tap '...' again. The first menu item will now be "Mark All Unplayed". If you're having issues with Pocket Casts marking old episodes as played when new ones come out, go into the settings (either for the whole app, or for a particular podcast) and turn off "Auto Cleanup".