Right under your user information.
It's Inbox & Activity
Seems like old Private message have not been set up yet... Better post the question here: How do you like the new Forums?
We also added this to the top level navigation to allow easy access to your inbox and activity streams.
That doesn't take me to my old Private Messages ... the ones where people contacted me outside of the forums.
These are the ones I'm looking for...
Retrieving data ...