Yeh. I usually don't find it difficult at all to find the threads I follow. Maybe sometimes I end up having to do some looking if I've been out for a while, but usually even roleplays will still be on the first or second page after being left alone for a night.
Just use control+F, if you can't find a thread. Search for the name on each page of the board, and you'll probably find it pretty quickly.
And if you have issues because you don't know which threads you followed, just write all the names down somewhere.