The Arena button at the moment has this “new” UI mark which appears once a week: from wednesday to thursday.
The reason of that is that fact that Arena button was placed on the Tavern Brawl’s old place and UI notification still works there “for” Tavern Brawl.
Once you go to Tavern Brawl and see it’s description, this “new” mark disappears.
The solution is just to move this UI notification to the Modes button.