Sending a message to a friend on Facebook is a handy way to communicate privately. Your message does not appear on your Facebook Wall or News Feed, or on your friend’s Wall or News Feed, instead it can be found in the Messages folder on the left column of your News Feed. When someone sends you a message, you should have a white on red counter by the message icon on the top blue menu bar. You should also receive an email notification about the message (unless you’ve turned this off in your Account settings).
What you may be unaware of, is a subfolder under Messages called Other. You must click on Messages to be able to see this subfolder. If you have a message waiting for you in the Other subfolder, you must discover it yourself, by clicking on Other. I recently missed two important messages within the past few months because I had not checked this subfolder.
If your message privacy is set to Everyone (meaning anyone on Facebook can send you a message), you may find messages waiting for you in the Other messages subfolder. Typically messages from friends or friends of friends will land in your Messages folder, and messages from anyone else including business pages will land in your Other subfolder.
Your Privacy Settings determine who can send you messages. To check your settings click on the drop down arrow next Home, click on Privacy Settings, click on Edit Settings next to How You Connect, and you will find “Who can send you Facebook messages?”. Settings are Everyone, Friends of Friends, or Friends.
Let me know if you find any interesting messages!
Jeri Usbay 
Jan 15, 2012 @ 10:46:24
Yes, I you’re right!! I discover this by accident or let’s say ” curiosity”. And I realized that I had this very important and long message that had been there for several days.
I didn’t understand then, but now thanks to you I do.