This site does not seem to alert member if PM has been received into their box. I found a PM by chance that had been sent to me some time ago.
I advise other members to check their PM box regularly.

Hello @mindi, when someone sends you a Private Message (PM), the Private Message is sent to your personal email address. This is the same way you get all Mayo Connect notifications for groups, discussions and people you are following. Also, you will see a small red new message indicator above the email icon next to your profile icon at the top right of the screen. The only way I know that you can stop notifications are in your Account Settings under Email Notifications. At the bottom there is a Disable all email notifications option. You can find more information in Get Started on Connect topic here:

Another reason you might have missed it is your email program. The message may have went into a Spam or Junk folder by mistake.

John

Thanks John but I don’t seem to receive emails alerting me of PM.

Hi Mindi (@mindi) - I sent you a test PM to see if you get it in your personal email. Can you let me know if you receive it or not?

Also, look at the top of your Connect page at the small mail icon to see if you see a red indicator for a new message.

Thanks,
John

Glad to hear that you received email notifications for the private messages that John and I sent to you.