The orange "You have new messages" talkpage-message Notification, currently leads just to the top of the user talkpage. (Ie. [User talk:Quiddity])
It should lead to either:
- the subsection (if known, and if there's just one new message), or
- to the diff (if subsection is unknown, or if there are multiple new talkpage messages).
One user has requested that it *always* lead to the diff, which /would/ be more consistent, but I also understand the desire to not confront everyone with a diff (VE, newcomer friendliness, etcetc). ( https://en.wikipedia.org/wiki/Wikipedia_talk:Notifications#Two_clicks_instead_of_one:_Why.3F )