Inbox messages

Apologies to thse of you who have been sending me messages! I do not get any form of notification so when I happened to look to see if GNHQ had sent me a message I found several unanswered (obviously) messages including one from GNHQ from a while back asking for my address so I can receive a signed copy of Jeremy Paxman's book!
Do you get a notification in your email or on the inbox icon to indicate someone has sent you a message? Do i need to adjust a setting? help please GNHQ