Receiving a Message
When you receive a message a notification appears in the top-right hand side of the screen.
You can select the message icon to open a drop-down menu with the list of your most recent messages. If you select a message from this list it will take you to the discussion you have with the sender.
To go to all your messages, select Messages from the user drop-down menu.
From there you can see your contacts and the messages you exchanged with them.