Messages allows for quick access to the internal messaging tool across all courses.
Instructors have the choice to turn off messages and students may not see the Messages tab within their course if that is turned off.

Students will see a red notification dot when new messages are waiting for them in a specific course.
Select the unread message.
To view the message, select the Inbox link to read the message.
Note the Messages tab will indicate how many new messages are unread.