Hi Henning, please be specific to make it easier for folks to answer your question.
I saw Martin_Stahl had answered your question regarding chat on https://www.chess.com/forum/view/general/chat-6
I don't think you mean Personal Messages, so I'm going for Forum Posts.
When you post on a Forum thread, the default setting is that you automatically follow any further postings, you are notified via the 🔔 Bell symbol.
You can check that your Settings are enabling this notification here:
https://www.chess.com/settings/alerts
Seems it's frustrating there is no mark on a message, because you miss a lot of them. Yours sincerely, Henning