Facebook filters messages to keep you from getting spammed.
This is mostly a very helpful tool, but occasionally real messages, business opportunities etc. get filtered because someone is in no way connected to you and trying to reach out.
Here's how to check and see if you've missed anything important.
On Desktop:
1. Click the message icon and select "see all"
(The red box is just me hiding my Facebook messages from the public for this post)
2. Select "More" + "Filtered"
3. That's it! Instructions to do the same on our phone below:
On Mobile: (The steps are the same for android though the screenshots may look different)
1. Go to Facebook messenger and hit settings:
2. Select "People"
3. Select "Message Requests"
4. Select "See filtered requests"
Note: There are also likely a lot of scams and porn/creep requests in this folder. Hope there's a few things it was helpful to find along with them.