Your messages are divided into general and jobs-related types. All general messages can be found in your general inbox, the envelope icon right next to your profile picture in the upper right corner. For all job-related messages, you can find them on your Jobs page, in the Open Roles section. Any messages you've already seen will appear in half-tone, including the other person's profile picture.
Here's a look at where to find them from the Notifications page:
Here's a look at the Jobs page, where you'll see who has responded to your job post:
Clicking on the Job Name (to the left of the applicants, the name you've given this job), and you'll see more details about the Creatives who have applied and the ones who you've reached out to:
Here's what your Message History with an individual Creative applicant looks like: