Go to your comments page where you can see all your comments and all replies to you. At the top it says:
Forum Account Mail Pings Post Sign Out
Click “mail” and you will see messages to you.
I assume you know how to get to the page that has just your comments and comments to you? If you don’t know, click your name on any comment you have made. That will take you to your Account page. Then click “In forum”.
Thank you!