It's not necessarily difficult to see, but is quite easy to simply miss the little "(1)" next to "Messages" when you've received a new one unexpectedly.
I don't know how many would agree, maybe it's just me as I rarely receive forum pm's, but could it be made into a neon flashing sign that takes up the entire page?
I joke, I joke.
hue
But it would be cool if the (1) was bright red or yellow, or maybe a little blinky icon like a star next to it; just something a little more eye-catching for us old folks with bad eyes. xD