Notification and Personal Messaging system

I've always loved the ability on Social Media sites to privately message another user. I also thought it was weird that there's no way to know whether you've gotten a new reply on one of your posts, without going to your blogs/posts section and looking at "responses". Even having a small red cricle next to your user image, indicating that you've had a new response, I believe would help interactions between users.

Hell why not bunch them both together and also have a notification for when someone Personal Messages you?