The main message folder what you usually check contain all the messages from your friends and friends of friends and all other messages like from the apps, groups, pages will go into an other folder where you can look at them separately. As facebook made the new system you will not able to see the new other messages until you go to your message inbox or folder.So, basically in home and all the other pages other messages box is hidden.Also yo won't get any notification whenever a new message arrives in the folder.
So, now the question is how you will able to get this folder ? first of all go to your Facebook and click messages. When you are inside the messages folders , you will able to see a new item comes to your menu called Others in the left panel.This is the message folder where all your other messages are saved from nonfriends, apps, fan pages, groups and others.
But there is a way by setting up couple of settings to redirect incoming messages. You can move messages from the other folder to the main Messages folder, and you can also do the reverse and, say, demote an overly talkative and inane friend's messages to the Other Folder. Just open a message and click on the action button. From the top and choose the bottom menu option, which you be Move to Messages or Move to Other, depending on which folder you would like to see the messages. All subsequent messages from that source will follow suit.And now you can do it with all the other messages as well.