How do you know if anyone is messaging or friend requesting you?
Also, I have a blinking person shadow near the left bottom corner.
P.S. My gamertag is Ap0lloGreed
When your in the lobby, you can check your friends list and it'll list everyone in there (confirmed or waiting confirmation).
Just click the waiting confirmation friend tags and add them. Then you'll be able to see them online.
In there will also tell you if you have messages.