We can’t see insta messages

Hi, I need help. Basically I have an instagram page for my salon and I’ve paid for an ad so people could text me if they wanted to book an appointment. Today I’ve received a message from a client but I can’t see it even though instagram recognized I did and automatically responded to it.

Why can’t I see my clients messages? I have checked the settings and everything seems to be ok, I haven’t touched anything there.