Back in January 2013, I wrote about this when we were calling them Facebook's Hidden Messages but they are now called Other Messages.
When you click on your Messages tab on the right hand side of the Home page of your personal profile, you will see the two options.
Inbox or Other
Each will have a number of messages in brackets and it is quite alarming to discover how many messages go into that Other folder.
Facebook's Other Inbox
So how does it work? Well, if you try to message someone on Facebook to whom you are not connected, Facebook puts that message into their Other folder.
It's great because you find a lot of the messages from those strange people who try to chat you up on Facebook in there. When I checked today, one chap had sent me three over the course of 8 months. His most recent was imploring me not to ignore him! Maybe I should switch my profile visibility to a more private option.
At the end of 2012, Facebook began trialling an option where you could pay to have your message put into the inbox of people that you didn't know. This rolled out to everyone in the middle of 2013.
So, if you try to message someone and there are no mutual friends, you will be asked to pay a fee to guarantee that it goes into their inbox.
In May 2015, I believe it costs 69p per message for normal people. For celebs, it was as much as £10 - to send a message to the main Inbox of Tom Daley, the diver!