Click SMS in the navigation.
Choose a conversation in the left column.
Read the full thread on the right, then reply if needed.
If you use several numbers, apply the filter to show only conversations for the relevant number.

Opening a conversation marks new messages as read. A conversation that does not use one of your numbers may be visible as read-only.
Check the number filter and open Notifications to find a recently received message. If the issue continues, ask an administrator to check the number being used.