you can check who sent you the message....
on the Inbox page, there is the title of the message and right below that, is the name of the member. if it is your name, then you messaged yourself. if it is another member's name, you did not.
if there seems to be no reply within the message recently received, the sender may have replied with no new message. [i've gotten those from time to time]. also, read through the quotes parts and see if the new reply was typed within the old quote [i've also gotten that type of reply].