Open the Instagram app
Tap the Messenger icon in the top right
Check your inbox for new direct messages
Open any chat to read the message
Swipe down on the inbox to refresh if needed
Check message requests for messages from people you do not follow
Use the search bar in DMs to find a specific conversation
On desktop, go to Instagram.com and click the Messenger icon
If you do not see messages, make sure you are logged into the correct account