Cannot retrieve my messages
 

1. I get e-mail notification of a new message and there is no new message in my inbox.
2. I click the red balloon with updates, then the pop up with 1 new message and there is no visible new message in my inbox, which is an auto redirect.

I always lean to user error, so what am doing wrong?

It was probably spam, which I deleted from your mailbox before you were able to see it. A little confusing, but better than getting spam!