When you set up your profile, did you select for it to send you notifications? If you chose not to recieve notifications at all or in some restricted fashion, this could keep you from getting an email notice. When you log into the site, underneath where it welcomes you and shows when you last visited, there is a selection for Private Messages. If you have a visitors message on your Profile, it will be included in the number of unread messages. Hopefully this answers your question, if not let us know so that we can help figure this out for you.