You may have been wondering when I said messages what the heck I was talking about. Now I will tell you. Messages are notifications that someone has said something to you. It can be either a comment on a journal or forum thread, a private message, a system message, or, if you are subscribed to a journal, notification that a new journal has been posted. You find out you have new messages here:

You have two options now. You can either click on the blinking envelope and announcement of how many messages you have or you can click on Mail. Each one will bring you to the same place.
On the mail page, there are some common items. Along the top row are the basic folders: Inbox, Saved, Sent and Trash. There are buttons that allowsyou to Empty Trash, Delete System Messages and New Message.
Below that you can see whatever messages you have. It will tell you what type it is whether it’s a forum reply, a journal reply, or it will say message Not Read Yet which means it’s a private message from a user. If it's a reply to a comment you have made somewhere, click on View Comment to go to the comment on whatever page it is located.