Agreed, could be a glitch. I know someone on the other site that had something similar happen to their them on there, that they received a alert that they got a private message and there was nothing there.

Its happened with me on the other site as well, that I had new messages in my mailbox, and the number shows up when I initially go on the site, but when I went to my mailbox there were no messages. Maybe its a general glitch with forums?