ok, if you get a message from a friend that has a wii and your wii is set on wiiconnect24 and is on standby, the blue light will pulse. When you get a message from wii sports for example, you have to go on the message board and they will pop up, and it doesnt say you have any new messages. hope this makes sence.
ps. the light will activate when your wii has recieved an update etc