I figured out that when I see 'NOTIFICATIONS' (with a number) instead of 'PRIVATE MESSAGES' and click on the number, a drop down menu appears with the various types of notification choices and quantity of each. Thing is, it looks like if all of the notifications are the same type and click on the desired option, it will take you to another page to actually view them- but it also clears the 'Notification' queue and the 'NOTIFICATION' link is replaced with the 'PRIVATE MESSAGES' link.*

*All caps were used to help the techs find it while scanning the thread.