On the User Menu, click on Notifications
Under Notifications is the Unread and Read messages. These messages will include private messages, group requests, and updates to your account and your membership in different groups.
Click on the name of the notification to open either the message or it will direct you to the group that needs attention (Example: Clicking on “request group membership” will open the group and direct you to Requests). Actions will allow you to mark the message as Read, moving it out of Unread or the message can be Deleted. Messages can be Ordered By: Newest or Oldest First.