Are you getting all of your Facebook messages? Just as it does with yourin highlighting stories it thinks are of greater importance to you, Facebook also sorts your messages. Facebook messages are spread across two folders, one of which is somewhat hidden.
The main Messages folder you usually check contains "messages from your friends and their friends. All other messages will go into an Other folder where you can look at them separately," according to Facebook. This Other folder isn't visible until you view your main Messages folder, and Facebook doesn't send you a notification when a new message arrives in this folder.
Just how can you get to this folder, you ask? When you are viewing the main Messages folder, a new item, Other, gets added to the left-hand panel. This Other folder contains messages from nonfriends, which in my case looks like messages from pages I've liked and friends from whom I've unsubscribed.
Thankfully, there are a couple of settings to redirect incoming messages. You can move messages from the Other folder to the main Messages folder, and you can also do the reverse and, say, demote an overly talkative and inane friend's messages to the Other folder. Just open a message and click the Actions button from the top and choose the bottom menu option, which will be Move to Messages or Move to Other, depending on which folder you are viewing. All subsequent messages from that source will follow suit.