I've been seeing this question alot. I've been investigating this issue and so far in each case there were new messages in the message box linked to the username.
In case you were unaware, each verified character and username gets a separate private message box. They are all accessed via the drop down box at the top of the /mbox page. A new message count should appear inside of the drop down box. The new message count should reset when the respective folder that contains it is loaded.
Currently there is not a forwarding mechanism in place.
To summarize, check the drop down menu first. If you think you spotted a bug, send me a message. If the mbox page is completely bugging out, your browser is probably trying to load some old cached javascript. Try a hard refresh. If all else fails, I did make a simple version of mbox located at http://www.ffxiah.com/mbox-s/