For my taste, the line number margin and the bookmark margin are not differentiated by color well enough. Sure, if you squint at it, you can tell that there is a difference, but I think often people think of this as only a single margin, containing the line number, and thus are confused when a “blue ball” marker also appears here.
Here’s what the right-clicked bookmark margin looks like, for completeness:
1a21c85a-8678-461c-a8fe-bc9e7e49865e-image.png
BTW, Toggle Bookmark on this menu is fairly superfluous, as no one would right-click and choose that from the menu, when a simple left-click in the margin would toggle a bookmark on the current line. I think the N++ designers just left this in because it was easiest just to duplicate the Search (menu) > Bookmark (submenu), shown here to be the same:
ee70d56b-a8f2-4c08-b7a1-a37b2da6001d-image.png