I had trouble with this as well but have your answer. Moolah you could maybe make a "chime" sound when receiving messages? Or have the phone flash at home?
Granted it does say its in beta. It isn't a bug though. You will ONLY ONLY see it at night at home. Not morning or afternoon or evening and as soon as Morning happens it won't be selectable again. it HAS to be at night. (This should maybe change as I doubt Rahader is going to be the only one that overlooks it) You will know you can check the message as it will be highlighted in blue and you can mouseover and click the actual message. HAS TO BE AT NIGHT.