I think I read that Personal Messages are a known issue with the forums currently, but I wanted to recount my personal experience of a few minutes ago in case something can be done to improve it.
1) Nowhere on the site can I find info about any Personal Messages I may or may not have. I think I read that a tab should be displayed for me that's not currently being displayed, so that's a known issue.
2) I got an email on my iPhone saying that I've got a new PM, so that's good news that notifications are working. Since I can't seem to get to them on my PC, I'll just hit the link in the notification email.
3) It takes me to my profile page that says "access denied". I'm not logged in on my iPhone, so I do that then hit the notification email link again.
4) Now I'm on my profile page and it says I've got 7 new messages. Odd, but sure, OK. I hit the link to go to the PM page.
5) On that page it tells me I have one new one (which is what I expected). I hit the "1 new" link, read the PM, and everything ends up fine.
Seems to me that following a link to the site that leads directly to "access denied" is an experience that can be improved. The incorrect count of messages may be an issue. And of course, having some way to access PMs without needing to go through the email link is the biggest issue.