A few weeks ago my friend asked a question on Physics.SE. Later on, I saw him browsing the site, and noticed that he had an unread inbox notification. I pointed it out, and he said "Oh, that's an inbox notification?" (or something to that effect) He basically hadn't noticed it.
I didn't think much of this at the time, as sometime people miss stuff.
Then, today, I saw a different friend of mine on SuperUser, and he hadn't noticed the red inbox light either (or thought that it wasn't of much consequence)
While the inbox is obvious to me, it may just be because I'm used to it. And this may be the reason behind a small percentage of drive-by question askers as well; they don't realize that their post needs improving.
Keeping in line with all the other new-user UX changes that are being pushed, could we add some sort of callout the first time a new user gets an inbox notification? Something like
Not sure if this really is a problem, though. A rather simple and interesting test would be to count the percentage of users who visit a page on SE (a page that is not an answer/section link -- it is easy to miss the inbox in these cases), have an inbox notification, but don't open it.
Regarding putting it somewhere in the faq or new
/about: People are less inclined to read long pages like the faq and about, even if they are full of pictures and animations (though the pictures and animations certainly help a lot). The best way to teach new users, IMO, is by giving them information a spoonful at a time, when necessary. I think almost everyone would read the red callout. Not so much on the new about page -- it's still a lot of information at once.