As reported at https://en.wikipedia.org/wiki/Wikipedia_talk:Notifications#Notification_error (permalink),
User:Soetermans explains that he has one notification (edit-user-talk) which is showing in his Special:Notifications page, but is not showing in the messages flyout.
The message was received at roughly 03:30 UTC on 24 February
It appears the message was possibly triggered by another user's act of unwatchlisting Soetermans' userpage, at that moment, which somehow caused a null-edit. Possibly that aspect is covered by the work ongoing in T123843: Making a null edit triggers a new message notification although null edit is not recorded in page history?