You may not realize someone sent you a message in Facebook, if they’re not already your friend in Facebook.
To check for messages from people who aren’t your friends, go to your news feed and click on messages in the left sidebar. Another folder called other will appear under messages. Click on other and see if you’ve been missing messages.
Messages from businesses and fan pages will also be found in the other folder.
Clicking on see all from the message notifications drop-down will also open the other folder in the sidebar, but you still have to click on other.