I've sent you a Private Message (PM) in case you'd like to practice.
Go to the upper right-hand corner of the screen where you're reading right now.
It will show a Welcome statement with your online name, plus a statement of when you last visited, and a summary of the number of your Private Messages.
Here's how that portion of my screen read a few minutes ago:
Welcome, mary kenny badami.
You last visited: Today at 09:01
Private Messages: Unread 0, Total 67.
Right now yours should show at least ONE "Unread."
If you double-click on the underlined phrase "Private Messages" part of YOUR screen,
it should bring you to a place where you can find your way to read my message (also any others which you may have accumulated).