Not to worry, if you see the black border, it just means that the Preview of the thumbnail has not yet been completed. No black border means that the thumbnail Preview has been generated for that image. This Preview is kept in the cache for that folder and this generation of the Preview is what people often complain about with Bridge and the lack of speed that Bridge does have. With the Preview's generated, Bridge can display the thumbnails more quickly. While the thumbnails are being generated, it shows you a low quality thumbnail to speed up the process (quite) a bit.
As you watch the contents of a given folder, you'll see the black borders go away. To get the best efficiency out of Bridge, be sure your thumbnail generation settings are like this:

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