The message counts next to the WhatsApp icon are called badges. This is a feature provided by your phone's manufacturer. Alternatively, some launchers such as Nova or apps such as Notifyer provide the ability to show badges on apps.

If you are not seeing the badge on your icon, you may need to delete the shortcut and drag a new shortcut out of your Apps drawer.

To remove a shortcut from your homescreen, tap and hold on the shortcut and then drag it to the delete icon (mostly located on top of the screen).

If you are seeing an incorrect badge count, please read this article.