The different icons shown next to your contacts are a way to inform you about the activity of your friends. The empty red arrow shows you that a friend opened a snap without audio, while the same arrow but filled with color means that the contact sent a snap without audio. Additionally, the empty blue arrow shows you that a friend opened a chat and if it looks filled he sent a chat. More information about icons and meanings in Snapchat can be found by accessing the webpage:
https://support.snapchat.com/a/icon-index