For some apps, I see this on right-click:
The checkmark: the top window.
The diamond: the minimized window/s.
The circles: what do they mean? Do they have a general meaning across different apps?
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Those are buffers which have unsaved changes. I don't use BBEdit, but that is how SublimeText and Word do it. It's probably an attribute which OSX reads and uses automatically. Another signal for this state is a white dot inside the red close dot of the window.
In apps such as Terminal, the circle indicates that the application has a window in which a process is running. The window in focus will always have a checkmark, so you will only see the dot when the process is running in a window which is not in focus.
It's a guideline of mac software design provided by apple. https://developer.apple.com/design/human-interface-guidelines/macos/menus/menu-anatomy/
Checkmark In the Window menu, the active document; in other menus, an attribute that applies to the entire selection. Dash An attribute that applies to only part of the selection. Bullet A window with unsaved changes (typically, when Auto Save is not available). Diamond In the Window menu, a document that is currently minimized in the Dock.