You should see a listing of PMs going back….a long way, I'm not sure how far. The titles of the ones you haven't looked at yet will show up in a dark red; the others will be lighter. Toward the top of the page, there is a place to select whether you want your inbox to display vs the ones you have sent; it's possible you're looking at a listing of the messages you've already sent? When you click on a message title (whether you've read it before or not) it should display the message on a new page.
If you type a reply above or below a message you have just gotten (in the reply box at the bottom, outside the
wrap around) and then click on Submit Message, the message will be delivered to the person who sent it to you, with your new message underneath. Or you can forward your message, by clicking on the Forward Message button and typing in a new address.
Or start a totally new message. I think I usually get into that function by clicking on "Private Message" (at the top of the page) and then click on Send New Message in the drop down menu on the left. You'll need to type in the user name of the person you are sending the message to, as well as a title and your text for the message to go through.
If you are uncertain your messages are going through, it is probably easiest to just start a new message—use a title that will let the sender know what older message you are answering to.
There is a length limit on the messages you send—if you have typed in too much and try to send it, the system will tell you it's too long and give you a total of how many letters you have typed in over the limit. Then you can either edit to shorten the message and try again, or break the text up into a couple of messages.
If I'm fiddling around with anything I've typed into the forum, especially if I'm not sure what I'm trying to do is going to work or if it took a long time to write, I always copy the text over onto my computer before clicking on the post or submit button, so I still have a copy of the text to paste in again and don't have to start over if the message gets eaten somehow.