If you have set an observation on an object for example, you will be informed here as soon as someone (other than yourself) changes something in this object.
How you can start observing an object is explained here.
And this is how you find your messages:
Click on the logo next to your email address and select Messages:
By the small number you can see how many new messages you have:
in the Messages window, unread messages are displayed with a yellow dot in front of them:
You can select individual messages or mark all messages via "Select all" to delete them or mark them as read/unread.
Tip:
You can also select multible messages by holding the Strg or Command Key and selecting the messages individually
We are currently working on having the news sent to your e-mail address as well. For now you can only view them in your message menu.