Hi jacqui,
Personal messages will come in to your inbox. Just click on the link in your pink profile box (see the right side of the page) to get to your inbox. If you have any messages the link wil say "xx new messages" and if you don't have any it will say "view your inbox". You should also receive a notification in your inbox when someone leaves a comment on one of your posts, or on a post you have commented on.
New blog posts by your contacts will show up in a list on your homepage. To see those, click on the 'view profile' link in your pink profile box.
Hope that's what you wanted to know -- if you're not getting any notifications then let me know and I'll check your settings for you. If you want to go through it by phone, feel free to call me in the office (03 9805 2582 :)