I had that icon too and was confused because I couldn’t find any message. On the desktop Facebook site it turned out I did have a new message from someone who w

I had that icon too and was confused because I couldn’t find any message. On the desktop Facebook site it turned out I did have a new message from someone who wasn’t a Friend. I changed the settings to disallow messages from people who aren’t friends. And never had the issue again. But I just checked and I can’t find that setting now...