Go to your Other Inbox by clicking "Use App" on this page, if visible. Otherwise the full page description has more ways to acces. Let your friends know!
The "Other" Inbox is not (yet) widely known so many people might have messages in it that they are not aware of, especially people using the Facebook mobile apps. Please let your friends know about the existence of the "Other" Inbox and encourage them to like this page and spread the word. By raising awareness of this people will be more likely to read the important messages that they might have received.
Here are some links:
Other Inbox on desktop web:
Other Inbox on mobile web:
What the Other inbox is:
How to manage your filtering preferences (it's unfortunately impossible to turn it off completely):
How to access the Other inbox on mobile devices:
How to pay Facebook money so that your message to someone skips the Other inbox and makes it to their Inbox:
Details about the payment system: