New forum function or feature question

@Love_is,

All your private messages (called "Conversations" in the Vanilla v.2.0 forum language) reside in your Inbox. You can access this through the Inbox tab on the Main Menu Bar at the top of the page. Every 'conversation' sent or received resides there. The name of the sender/recipient is listed in highlighted, bold text. Since these can be ongoing discussions/conversations, multiple messages with the same people will be grouped together and counted as 'messages' with a date of the last message received/sent.
Good Vibes to You !

Thank you rumel! It's not readily apparent that this is the way it works. Particularly when the typical way of having separate folders for messages has been so pervasive over the years.