Finding ALL your Facebook messages [on computer]
Depending on your privacy settings, when somebody new sends you a private message it won't appear in your message list right away. It will go to the Message Requests section, where Facebook attempts to guess whether it's somebody you'd like to hear from, or not. Unfortunately these guesses can be quite wide of the mark, so you need to monitor them for yourself.
These instructions are for Facebook on computer. For phone instructions go here.
Click on the Messenger button:
In there, click on the Options button ...
... and choose "Message Requests":
There are two sections - "You may know" and "Spam". Check for messages in both sections. Reply to the ones you want, and delete the ones you don’t, until both sections are empty.
I hope this helps.