I agree the GUI there is very confusing. They changed it recently (within the last 2 weeks), but they said the functionality is the same as it was before the change. But I don't necessarily think so. It certainly feels different, and has led (for me, and for you) to clicking into PM's when I wanted to see Forum notifications. Anyway tho, you get used to it. Hover to mouse-over the Envelope icon to get Forum Notifications, for now. Click the envelope to go into Private Messages inbox.