I take it Martins not seen my question
I had seen your question, but I thought it has already been answered by other chatters.
The number in the top right corner refers to notifications — not just private messages. If you hover over the number with your mouse, you’ll see a breakdown of messages/replies/friend requests/comments etc.
Alternatively, just click on the number and a page will load showing all the notifications. From that page, you can also mark them all as read, which will make the number go away (until new notifications are created).