I got a notice that I had a new private message [it may only have been a hint to clean out my message bin] but when I went there I couldn't find any new one, just the coloured strip up top and a note that my messages were such-and-such a number and there was a button to push to delete them.... I did delete them, but I am wondering if I missed something. Sometimes I find the technicalities of this forum hard to follow...
It was a spam message (sent to almost everyone) that Admin deleted after you got the notice, but before you read it. So nothing to worry about.