If you click on an email and it then disappears, check what view you are in; if you're in the unread emails then switch your view to inbox to see the message.
If you've selected an email in spam and marked as not spam it returns to the inbox. It does re-insert itself in date/time order so is not always easy to find so make a note of the date/time of the email before you mark it as spam. Your settings may also be set to mark all spam as read so again, make sure you're checking the inbox not the unread items view.