Email notification for Private Message is NOT showing the message.Where to read it?

The automatic email notification that you have subscribed to receive upon someone sending you a private message, will only inform you that a private message has been received in your private message box.

You need to login to the site and access your private message box to read the actual message, respond to it or delete.
Read here about How do I access my private message?

Do NOT reply to the email notification for it will not reach the member. It will only come to site administrator's email account.