DB Site Development Log See OP for basics

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I think there may be an issue with private messages and the 'Your Notifications' section to the top right of the screen. I sent a message earlier and now 'Your Notifications' says Unread private messages:1, but when I try and find what that message is I cant find it anywhere. Im guessing it is probably registering the message I sent as a unread message.

Inbox contains 0 messages.
You have 1 messages stored, of a total 500 allowed. (Empty Folder)

When I click empty folder it says 'Are you sure you want to permanently delete all items in 'Inbox'?'

Sorry if its just me being stupid but I cant find the message it is refering to and I dont want to empty the folder incase it is a reply to the message I sent earlier.

Thanks

EDIT: Fixed thanks to the following post by Moorea. I made a new folder named 'New' and the message appeared in that folder.