I've got the same problem here, though I've been here for a few weeks.  When I reloaded the page and logged back in, it asked me if I wanted to few a new private message, and I selected ok.  It opened into the inbox message list, but nothing was there.  I still have on the line options, where it says, "Home, Help, Search..." My Messages [1].  What is the 1 doing there if there's nothing to view?  Also, there was no email alerting me to a new PM waiting in my inbox.