All your messages will be sent to your inbox which can be found at the top of your profiles homepage. You will see your inbox has been split into 2 sections. The first being ‘Matched Members’ and the other being ‘Unmatched Members’

Your probably thinking "Whats the difference?" 

Well, all messages and waves found in the ‘Matched Members’ section of your inbox have been sent from users who have matched your criteria. (Religion and Age)

Messages found in the Unmatched Members section were sent from users who do not match your specified criteria.

However, these people have taken a liking to you so be sure to check this section also!