View your own notifications in one of three ways:
By default, VSys doesn't show older notifications here. Click on the Load older link to display older ones. Clicking on Re-check availability checks the notifications to see if they've become obsolete, and any which are get crossed out.
Notice the icons next to each notification: the "@" symbol means it's to be delivered by e-mail, the little mobile phone is one to be sent by SMS, and the VSys dude is one that would be shown only within VSys itself.
Click on any non-obsolete notification and you'll usually get a popup menu which offers you places to go based on that notification. A pending training, for example, will offer to take you to the Training manager or to open the person's profile to the Training panel.
Once a notification is marked as read by right-clicking on it, even if it was set for delivery by other than in-VSys notifications, it won't be delivered anymore.