How to find a PM that was sent to me?

[Bibbidy Bobbidy Boo]

I have poked all around my profile page, and can't find a message that I was sent!

 

[PrincessShmoo]

I have poked all around my profile page, and can't find a message that I was sent!

When you hover over your username in the upper right, and click on "Conversations" (what PMs are called here), you will find all conversations that have been sent to you.

If someone says they sent one, and it's not there, I'm guessing they didn't send it right. Did they use the "Start a Conversation" link? Or did they post to "Profile Posts"? Many people think Profile Posts are PMs, but they aren't.