When a message turns Unread, the Unread Message Icon notifies the user with a small blue coloured circle in it. The user is supposed to click on the Unread Message Icon to check them.
Click as directed by the arrow from the figure below.
View Unread Messages window is opened as shown below.
The users/team members unread message list is opened.
You can see the unread message count from the above figure.
Click on the seleted user from the unread message list as directed by the arrow from the figure below.